Lab
I've been fortunate enough to work with amazing students and to learn a lot from them. Our projects are usually at the intersection of financial economics and cutting-edge technology (e.g. AI, LLMs, crypto). I provide them with guidance and resources like data and compute so that they can succeed in pursuit of their research goals. We work hard and share the belief that research is life!
Here are some of our recent projects:
Chronologically Consistent Large Language Models (with Songrun He, Linying Lv and Jimmy Wu)
Fundamentals of Perpetual Futures (with Songrun He, Omri Ross and Victor von Wachter)
Does Finance Benefit Society? A Language Embedding Approach (with Manish Jha and Hongyi Liu)
Review of Financial Studies, forthcoming | Citation
Natural Disaster Effects on Popular Sentiment Toward Finance (with Manish Jha and Hongyi Liu)
Journal of Financial and Quantitative Analysis, 2021, Vol 56, Issue 7, pp. 2584–2604 | Citation
Join us
I am always looking for passionate PhD students and postdocs interested in research at the intersection of financial economics and cutting-edge technology.
If you are currently or interested in becoming a WashU finance PhD student, or
If you are a PhD student or postdoc in Israel who would like to join us as a visiting scholar,
Please email me your CV, a brief summary of your research interests, and examples of research or programming projects you are proud of.