Research
Research
Selected Financial Economicss Research Projects.
Data Economy and Product Innovation
Venue: Columbia Business School
Date: Spring 2025
Engineered a comprehensive dataset merging Compustat and I/B/E/S records to measure firm-level product innovation, translated theoretical macroeconomic models of forecast errors into robust analytical code, and conducted economic modeling to stress-test the empirical validity of estimated depreciation rates.
Mutual Funds Liquidity
Venue: Wharton School, University of Pennsylvania
Date: Fall 2023
Conducted Python-based numerical experiments to analyze liquidity trade-offs across mutual fund pricing strategies, and constructed a validated liquidity measurement index using portfolio data.
Stablecoin Crashes
Venue: University of Chicago Booth School of Business
Date: Spring 2022 - Spring 2023
Collected stablecoin transaction data from blockchain, analyzed structural patterns across major stablecoin crashes using a bank-run framework.
Autoencoder-based Asset Pricing
Venue: Peking University
Date: Spring 2022 - Spring 2023
Optimized autoencoder-based factor models in Python to improve the prediction accuracy of weekly returns of Chinese mutual funds, and used factor-based analysis showing industry exposure as a primary return driver relative to managerial effects.