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个人简介
修大成教授现任上海交通大学上海高级金融学院特聘教授,芝加哥大学布斯商学院计量经济学和统计学教授。
修大成教授的研究兴趣包括:设计统计方法并将其应用于金融数据,来研究数据中所反映的经济学涵义。他早期的研究涉及风险测量和投资组合管理,包括高频数据和衍生产品的计量经济学模型。他目前的研究主要集中在设计机器学习方法来解决资产定价领域的大数据问题。
修大成教授的研究兴趣包括:设计统计方法并将其应用于金融数据,来研究数据中所反映的经济学涵义。他早期的研究涉及风险测量和投资组合管理,包括高频数据和衍生产品的计量经济学模型。他目前的研究主要集中在设计机器学习方法来解决资产定价领域的大数据问题。
研究兴趣
论文共 54 篇作者统计合作学者相似作者
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Albert J. Menkveld,Anna Dreber,Felix Holzmeister, Juergen Huber,Magnus Johannesson,Michael Kirchler,Sebastian Neususs,Michael Razen,Utz Weitzel, David Abad-Diaz,Menachem (Meni) Abudy,Tobias Adrian,Yacine Ait-Sahalia,Olivier Akmansoy, Jamie T. Alcock,Vitali Alexeev,Arash Aloosh,Livia Amato,Diego Amaya,James J. Angel, Alejandro T. Avetikian, Amadeus Bach,Edwin Baidoo,Gaetan Bakalli, Li Bao,Andrea Barbon,Oksana Bashchenko, Parampreet C. Bindra,Geir H. Bjonnes,Jeffrey R. Black,Bernard S. Black,Dimitar Bogoev, Santiago Bohorquez Correa,Oleg Bondarenko,Charles S. Bos,Ciril Bosch-Rosa,Elie Bouri, Christian Brownlees,Anna Calamia,Viet Nga Cao, Gunther Capelle-Blancard, Laura M. Capera Romero,Massimiliano Caporin,Allen Carrion,Tolga Caskurlu,Bidisha Chakrabarty,Jian Chen,Mikhail Chernov,William Cheung, Ludwig B. Chincarini,Tarun Chordia,Sheung-Chi Chow,Benjamin Clapham,Jean-Edouard Colliard,Carole Comerton-Forde,Edward Curran, Thong Dao,Wale Dare,Ryan J. Davies,Riccardo De Blasis,Gianluca F. De Nard,Fany Declerck,Oleg Deev, Hans Degryse,Solomon Y. Deku,Christophe Desagre,Mathijs A. Van Dijk,Chukwuma Dim,Thomas Dimpfl, Yun Jiang Dong, Philip A. Drummond, Tom Dudda, Teodor Duevski,Ariadna Dumitrescu,Teodor Dyakov,Anne Haubo Dyhrberg,Michal Dzielinski,Asli Eksi,Izidin El Kalak,Saskia ter Ellen,Nicolas Eugster,Martin D. D. Evans, Michael Farrell,Ester Felez-Vinas,Gerardo Ferrara,El Mehdi Ferrouhi,Andrea Flori, Jonathan T. Fluharty-Jaidee,Sean D. V. Foley, Kingsley Y. L. Fong,Thierry Foucault, Tatiana Franus, Francesco Franzoni,Bart Frijns,Michael Frommel, Servanna M. Fu, Sascha C. Fullbrunn, Baoqing Gan, Ge Gao,Thomas P. Gehrig,Roland Gemayel,Dirk Gerritsen,Javier Gil-Bazo,Dudley Gilder, Lawrence R. Glosten, Thomas Gomez,Arseny Gorbenko,Joachim Grammig,Vincent Gregoire,Ufuk Gucbilmez,Bjorn Hagstromer,Julien Hambuckers, Erik Hapnes,Jeffrey H. Harris,Lawrence Harris,Simon Hartmann,Jean-Baptiste Hasse,Nikolaus Hautsch,Xue-Zhong (Tony) He,Davidson Heath,Simon Hediger,Terrence Hendershott,Ann Marie Hibbert,Erik Hjalmarsson,Seth A. Hoelscher, Peter Hoffmann,Craig W. Holden,Alex R. Horenstein,Wenqian Huang, Da Huang,Christophe Hurlin, Konrad Ilczuk,Alexey Ivashchenko,Subramanian R. Iyer,Hossein Jahanshahloo,Naji Jalkh,Charles M. Jones,Simon Jurkatis,Petri Jylha, Andreas T. Kaeck, Gabriel Kaiser,Arze Karam,Egle Karmaziene, Bernhard Kassner,Markku Kaustia,Ekaterina Kazak,Fearghal Kearney,Vincent Van Kervel, Saad A. Khan, Marta K. Khomyn,Tony Klein,Olga Klein,Alexander Klos, Michael Koetter,Aleksey Kolokolov,Robert A. Korajczyk,Roman Kozhan,Jan P. Krahnen,Paul Kuhle,Amy Kwan,Quentin Lajaunie,F. Y. Eric C. Lam,Marie Lambert,Hugues Langlois,Jens Lausen,Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li,Hui Li,Chee Yoong Liew,Thomas Lindner,Oliver Linton, Jiacheng Liu, Anqi Liu,Guillermo Llorente,Matthijs Lof, Ariel Lohr,Francis Longstaff,Alejandro Lopez-Lira,Shawn Mankad,Nicola Mano, Alexis Marchal,Charles Martineau,Francesco Mazzola, Debrah Meloso, Michael G. Mi,Roxana Mihet,Vijay Mohan,Sophie Moinas, David Moore, Liangyi Mu,Dmitriy Muravyev,Dermot Murphy,Gabor Neszveda, Christian Neumeier,Ulf Nielsson,Mahendrarajah Nimalendran,Sven Nolte,Lars L. Norden,Peter O'Neill,Khaled Obaid, Bernt A. Odegaard,Per Ostberg,Emiliano Pagnotta,Marcus Painter,Stefan Palan, Imon J. Palit,Andreas Park,Roberto Pascual,Paolo Pasquariello, Lubos Pastor,Vinay Patel,Andrew J. Patton,Neil D. Pearson, Loriana Pelizzon, Michele Pelli,Matthias Pelster,Christophe Perignon, Cameron Pfiffer,Richard Philip,Tomas Plihal,Puneet Prakash, Oliver-Alexander Press,Tina Prodromou,Marcel Prokopczuk,Talis Putnins, Ya Qian,Gaurav Raizada,David Rakowski,Angelo Ranaldo,Luca Regis,Stefan Reitz,Thomas Renault, Rex W. Renjie, Roberto Reno,Steven J. Riddiough,Kalle Rinne, Paul Rintamaki,Ryan Riordan,Thomas Rittmannsberger, Inaki Rodriguez Longarela,Dominik Roesch,Lavinia Rognone,Brian Roseman,Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen R. Rush,Khaladdin Rzayev,Aleksandra A. Rzeznik,Anthony Sanford,Harikumar Sankaran,Asani Sarkar,Lucio Sarno, Olivier Scaillet,Stefan Scharnowski,Klaus R. Schenk-Hoppe,Andrea Schertler,Michael Schneider,Florian Schroeder, Norman Schuerhoff,Philipp Schuster,Marco A. Schwarz,Mark S. Seasholes,Norman J. Seeger,Or Shachar,Andriy Shkilko,Jessica Shui,Mario Sikic,Giorgia Simion,Lee A. Smales, Paul Soderlind,Elvira Sojli,Konstantin Sokolov,Jantje Sonksen,Laima Spokeviciute,Denitsa Stefanova, Marti G. Subrahmanyam,Barnabas Szaszi,Oleksandr Talavera,Yuehua Tang, Nick Taylor,Wing Wah Tham,Erik Theissen,Julian Thimme,Ian Tonks,Hai Tran,Luca Trapin,Anders B. Trolle, M. Andreea Vaduva,Giorgio Valente,Robert A. Van Ness,Aurelio Vasquez,Thanos Verousis,Patrick Verwijmeren,Anders Vilhelmsson,Grigory Vilkov,Vladimir Vladimirov, Sebastian Vogel,Stefan Voigt,Wolf Wagner, Thomas Walther,Patrick Weiss,Michel Van der Wel,Ingrid M. Werner,P. Joakim Westerholm,Christian Westheide, Hans C. Wika,Evert Wipplinger, Michael Wolf,Christian C. P. Wolff,Leonard Wolk,Wing-Keung Wong,Jan Wrampelmeyer, Zhen-Xing Wu,Shuo Xia,Dacheng Xiu,Ke Xu,Caihong Xu,Pradeep K. Yadav,Jose Yague, Cheng Yan,Antti Yang,Woongsun Yoo, Wenjia Yu, Yihe Yu,Shihao Yu,Bart Z. Yueshen,Darya Yuferova,Marcin Zamojski,Abalfazl Zareei, Stefan M. Zeisberger, Lu Zhang,S. Sarah Zhang, Xiaoyu Zhang, Lu Zhao,Zhuo Zhong,Z. Ivy Zhou, Chen Zhou, Xingyu S. Zhu,Marius Zoican,Remco Zwinkels
JOURNAL OF FINANCEno. 3 (2024): 2339-2390
JOURNAL OF FINANCE (2024)
The Journal of Finance (2023)
JOURNAL OF ECONOMETRICSno. 2 (2023): 105496-105496
Social Science Research Network (2023)
ANNUAL REVIEW OF FINANCIAL ECONOMICSno. 1 (2022): 337-368
SSRN Electronic Journal (2021)
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作者统计
#Papers: 54
#Citation: 3154
H-Index: 25
G-Index: 54
Sociability: 6
Diversity: 0
Activity: 1
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