I am currently pursuing a PhD in the Department of Decision Analytics and Operations at City University of Hong Kong.

🐳 Research Interests

• Asset Pricing, Bayesian Statistics, Financial Engineering

📖 Education

• 2023-present, Phd in Business Statistics, Department of Decision Analytics and Operations, City University of Hong Kong. Supervisor: Jingyu He, Guanhao Feng
• 2020-2023, Master of Finance, School of Business, Sun Yat-sen University. Supervisor: Shushang Zhu
  • Excellent Graduate
• 2016-2020, Bachelor of Accounting (Minor: Financial Management), School of Business, Sun Yat-sen University.
  • Excellent Thesis

💻 Working Papers

• Schrödinger’s Sparsity in the Cross Section of Stock Returns (with: Doron Avramov, Guaohao Feng, Jingyu He)
  PDF Slide Poster
  • 2025 CICF, 2025 SoFiE Financial Machine Learning Summer School at Yale, 2025 FIRN Melbourne Asset Pricing Meeting

👓 Skills

• R, C++, Python, MATLAB, Stata, Eviews
• Chinese(Native), English, Cantonese

📥 Contact Information

• You can reach me at shxiao3-c@my.cityu.edu.hk.