Portfolio

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Text Analytics

• Text-based Industry Reclassification and Industry Momentum

          Graduate thesis at Renmin University of China

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• Multiple Major Shareholders and Corporate Financing Constraints — Empirical Evidence from Text Analysis

          Co-authored paper on the No.1 management journal in China

          [link]      [PDF(in Chinese)]

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Machine Learning

• Machine Learning for Multifactor Stock Selection

          Exploratory research during my internship

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