个人简历: 英文CV
个人网站: http://lishaoran.com
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, forthcoming
News-Implied Linkages and Local Dependency in the Equity Market (with Shuyi Ge and Oliver Linton) Journal of Econometrics, forthcoming
工作论文:
Augment Large Covariance Matrix Estimation with Auxiliary Information (with Shuyi Ge, Oliver Linton and Weiguang Liu)
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection (with Gregory Connor, Chaohua Dong and Oliver Linton)
Specification-Lasso and An Application in Financial Markets (with Chaohua Dong)
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
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