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MLFINA

MLFINA is a research team focusing on quantitative investment with applications in both academia and industry. We share essential code and data of research projects with github. We welcome collaborations from all ends, including but not limited to academia, government, industry, student organizations, and individuals.

News

• December 2024, the manuscript “Predicting Individual Corporate Bond Returns” was accepted to Journal of Banking and Finance. link
• October 2024, the manuscript “Growing the Efficient Frontier on Panel Trees” was accepted to Journal of Financial Economics. link
• July 2024, the paper “Growing the Efficient Frontier on Panel Trees” won the IQAM Research Award 2024, 3rd Research Prize Award. link

Team Member

• Xin He
  • Tenure-Track Associate Professor of Finance, School of Management, University of Science and Technology of China.
  • Actively hiring research students interested in Quantitative Investment, with background from FIN/MATH/ORMS/STAT. Please email your transcript, cv, and cover letter to mlfina.ustc@gmail.com.

Research Students

• Shuo Yan (Monash University, PhD student)
• Xinlei Hao (Peking University PHBS, master student)
• Jinsheng Liao (Xiamen University, master student)
• Xiaojuan Wang (Najing University, master student)
• Haoyuan Wei (Peking University PHBS, master student)
• Xuhui Xiao (University of Science and Technology of China, master student)
• Ji Zhang (University of Science and Technology of China, master student)
• Ruitong Li (Hunan University, undergraduate student)

Contact

Email: mlfina.ustc@gmail.com

Address: 1789th Guangxi Road, Hefei, China. International Institue of Finance, Univesity of Science and Technology of China.