Transcription of Dacheng Xiu CV 0818 - Booth School of Business
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Dacheng Xiu CV 0818 - Booth School of Business
Dacheng XIU 5807 S Woodlawn Avenue University of Chicago Booth School of Business Chicago, IL 60637 APPOINTMENTS University of Chicago, Booth School of Business - Associate Professor of Econometrics and Statistics, July 2015 - Assistant Professor of Econometrics and Statistics, 2011 2015 Duke University, Department of Economics - Visiting Faculty, Fall 2015 EDUCATION Princeton University, Applied Mathematics, May 2011 Princeton University, Applied Mathematics, June 2008 University of Science and Technology of China, Mathematics, June 2006 RESEARCH INTERESTS Financial Econometrics, Statistical Learning in Finance, Empirical Asset Pricing, High-Dimensional Statistics, Nonparametric Statistics, Quantitative Finance PUBLICATIONS Knowing Factors or Factor Loadings, or Neither?
Last Update: August2018 Data Conference in Chicago, MFA Annual Meeting in Chicago, AMS Spring Meeting on High-Frequency Problems at Michigan State University, North American Winter Meetings of …
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