5 papers in the archive (2023–2025), average empirical rigor 4.5/10, average math complexity 7.1/10. Quadrant mix: Holy Grail ×1, Lab Rats ×3, Street Traders ×1.
Works mostly in Factor Investing & Asset Pricing, Crypto Markets & DeFi, Stochastic Control & Optimal Stopping, Commodities & Energy Markets.
Frequent co-authors: Xue Dong He (2), Yutian Zhou (2), Xiaoshan Chen (1), Zhou Yang (1), Shuaijie Qian (1), Peiheng Gao (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Decentralized exchanges (DEXs) are alternative venues to centralized exchanges (CEXs) for trading cryptocurrencies and have become increasingly popular. An arbitrage opportunity arises when the exchange rate of two cryptocurrencies in a DEX differs from that in a CEX. Arbitrageurs can then trade on
We develop an NLP-based procedure for detecting systematic nonmeritorious consumer complaints, simply called systematic anomalies, among complaint narratives. While classification algorithms are used to detect pronounced anomalies, in the case of smaller and frequent systematic anomalies, the algori
This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and proportional transaction costs, in which the commonly used concavification principle for terminal value is no longer applicable. We establish a proper theoretical characterization of this problem vi
Data assets are data commodities that have been processed, produced, priced, and traded based on actual demand. Reasonable pricing mechanism for data assets is essential for developing the data market and realizing their value. Most existing literature approaches data asset pricing from the seller’s
Automated market makers are a popular mechanism used on decentralized exchange, through which users trade assets with each other directly and automatically through a liquidity pool and a fixed pricing function. The liquidity provider contributes to the liquidity pool by supplying assets to the pool,