Teaching

Quant

量化投资/金融数据分析 Quantitative Investment (2024)

Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques

量化投资/金融数据分析 Quantitative Investment (2023)

Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques

量化投资/金融数据分析 Quantitative Investment (2022)

Factor models, empirical tests of technical analysis indicators, applications of machine learning techniques

Econometrics

中级计量经济学 Intermediate Econometrics

Methods in identifying (causal) relationships in social science

Warnings hanging over my head:

Students are taught minor details in statistics when the hard business of quantitative thinking in economics is getting the data straight; they are taught minor details in mathematics when the hard business of mathematical economics is getting economic ideas straight. (In fact they are often taught mistaken details: that statistical significance, for example, has anything to do with substantive significance; or that a proof on a blackboard is the same thing as a proof in the world [McCloskey 1998; McCloskey and Ziliak 1996]). In most schools they are taught nothing about writing, when the hard business of economic thinking is getting the words straight.

– Deirdre N. McCloskey