TOPICS: Financial Technology & Innovation, Mechanism & Information Design, Entrepreneurship, AI & Big Data Analytics, Intervention & RegTech, Real Options, China.
Decentralized Mining in Centralized Pools
(with Zhiguo He and Jiasun Li) | 2021, Review of Financial Studies, 34(3), pp 1191-1235.
2018 CIFFP Excellent Paper Award
Media Coverage: Wall Street Blockchain Alliance News; CFTC Talks; Chicago Booth Review (Economics); CFA Society Chicago Cornell Research
Tokenomics: Dynamic Adoption and Valuation (with Ye Li and Neng Wang) | 2021, Review of Financial Studies, Editor's Choice, 34(3), pp 1105-1155
"Chicago Mercantile Exchange" Best Paper Award (Emerging Trends in Entrepreneurial Finance)
AAM-CAMRI-CFA Institute Prize in Asset Management
Media Coverage: Wall Street Blockchain Alliance News; CFTC Talks; The FinReg Blog; VoxEU CEPR Policy Portal; Chicago Booth Review; Hacker Noon; CFA Society Chicago; Investorplace.com; Cornell Reunion & eCornell Keynotes.
Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding (with Yizhou Xiao) | 2018, Journal of Finance, Revise and Resubmit.
Yihong Xia Best Paper Prize at the China International Conference in Finance
Media Coverage: Ximalaya FM | Chicago Booth Review
AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI (with Ke Tang, Jingyuan Wang, and Yang Zhang) | 2021, Working Paper.
The Institute for Quantitative Investment (INQUIRE Europe) Research Grant; Best Paper Award, 3rd China International Forum on Finance and Policy; International Centre for Pension Management ICPM Research Award.
Media Coverage: CFA Society Chicago; Cornell Reunion & eCornell Keynotes; Cornell Research
Crypto Wash Trading (with Xi Li, Ke Tang, and Yang Yang) | 2020, Working Paper.
Crypto and Blockchain Economics Research Conference Best Paper Award
Best Paper, ML Conference: “Human Sovereignty and Machine Efficiency in the Law"
Best Paper, 17th Annual Conf. of the Asia-Pacific Association of Derivatives (APAD)
Cornell Center for Social Sciences Research Grant
An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States
(with Ke Tang, Bing Wang, and Jingyuan Wang) | 2021, Working Paper.
Media Coverage: eCornell FinTech Initiative Launch; Cornell Research
Endogenous Growth and Multiple Uses of Data (with Wenshi Wei, Danxia Xie, and Longtian Zhang) | 2021, Working Paper.