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

📖 Education

• 2023-present, Phd, Department of Decision Analytics and Operations, City University of Hong Kong. Mentor: Jingyu He, Guanhao Feng
• 2020-2023, Master of Finance, School of Business, Sun Yat-sen University. Mentor: 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]
  • 2025CICF, 2025 SoFiE Financial Machine Learning Summer School at Yale
• Factors or Fake? A New Look at Anomalies and the Replication Crisis (with: Siddhartha Chib, Lingxiao Zhao) [Poster]
  • Best poster award

🧰 Skills

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

💬 Contact Information

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