个人简历: 英文CV
个人网站: http://lishaoran.com
工作经历:
2021- 完美电竞_APP下载ios/安卓通用版/手机APP 助理教授 博士生导师
研究领域:
金融计量,资产定价,投资组合管理,机器学习
教育经历:
2016-2021 剑桥大学 经济学博士
2015-2016 剑桥大学 经济研究硕士
2013-2015 伯明翰大学 理学学士
2011-2015 西南财经大学 金融学学士
发表论文:
When Will the Covid-19 Pandemic Peak? (with Oliver Linton) Journal of Econometrics Volume 220, Issue 1, September 2020, Pages 130-157
First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic (with Shuyi Ge and Oliver Linton) Journal of the Royal Statistical Society: Series A (Statistics in Society), 1–29.
Dynamic Peer Groups of Arbitrage Characteristics (with Shuyi Ge and Oliver Linton) Journal of Business & Economic Statistics, 2024, VOL. 42, NO. 2, 367–390
News-Implied Linkages and Local Dependency in the Equity Market (with Shuyi Ge and Oliver Linton) Journal of Econometrics, Volume 235, Issue 2, August 2023, Pages 779-815
Diamond Cuts Diamond: News Co-mention Momentum Spillover Prevails in China (with Shuyi Ge and Hanyu Zheng) Journal of Banking and Finance,accepted
工作论文:
Decoding Cross-Stock Predictability: Peer Strength versus Firm-Peer Disparities (with Doron Avramov, Shuyi Ge and Oliver Linton)
A Tale of Two News-implied Linkages: Information Structure, Processing Costs and Cross-firm predictability (with Shuyi Ge and Hanyu Zheng)
A-H Share Price Difference: A Theoretical and Empirical Analysis (with Shuyi Ge, Oliver Linton and Yu Yan)
Data-enriched Prediction of Insurance Risk (with Ruo Jia and Ye Yin)
见微知著:中国股票市场的异质空间因子定价模型 (戈舒怡 李少然 黎新平 苏文)
Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information? (with Shuyi Ge, Oliver Linton, Weiguang Liu and Wen Su)
A Dynamic Semiparametric Characteristics-based Model for Portfolio Selection (with Gregory Connor, Chaohua Dong and Oliver Linton)
Specification-Lasso and An Application in Financial Markets (with Chaohua Dong, Shuyi Ge and Wen Su)
数据:(at finlab.pku.edu.cn)
CSNCD: China Stock News Co-mention Dataset (with Shuyi Ge, Xinping Li, Xianglong Yan and Hanyu Zheng)
CSNLFD: China Stock News Leader-Follower Dataset (with Shuyi Ge, Xinping Li, Xianglong Yan and Hanyu Zheng)
科研项目:
主持,国家自然科学基金,青年项目,基于辅助信息源的高维协方差矩阵的估计和预测:以金融市场为例,2023-2025
媒体报道:
新华财经:【金融街发布·机构研究】完美电竞金融系研究显示:资讯关联数据库在A股市场应用效果显著
https://bm.cnfic.com.cn/sharing/share/articleDetail/178609795/1
奖项:
北京大学优秀班主任,2022
北京大学青年教师教学基本功大赛一等奖,2023
北京大学优秀班主任标兵,2023