Books
主动基金投资
(with Y. Liu, J. Wei, and X. Lian), 电子工业出版社, 2026Navigating the Factor Zoo: The Science of Quantitative Investing
(with M. X. Zhang and T. Lu), Routledge, 2025机器学习与资产定价
(with X. Wang), 电子工业出版社, 2022
原著：Nagel, S., Machine Learning in Asset Pricing, Princeton University Press, 2021因子投资：方法与实践
(with Y. Liu and X. Lian), 电子工业出版社, 2020
入选中国知网·中国科学文献计量评价研究中心“高被引图书 TOP 1%（2019-2023）”榜单
入选中国知网“2026 年高被引图书 TOP 1%”榜单
Book Chapter Contributions
Chapter 6: Critical Data Elements: Identification, Validation, and Assessment
In: R. Jugulum. Competing with Data Quality: Relevance and Importance in Industry, Wiley, 2014Chapter 7: Prioritization of Critical Data Elements (Funnel Approach)
In: R. Jugulum. Competing with Data Quality: Relevance and Importance in Industry, Wiley, 2014
Journal Publications
Measuring firm-level technological similarity from patent texts using semantic embeddings: A data-driven framework and financial market application (with R. Luo, S. Zhao, Q. Geng, and D. Wu), International Journal of Data Science and Analytics 2026, Special Issue on Data Science and AI in Finance, accepted
Information diffusion and price adjustment beyond Tier-1 customer-supplier links
(with S. Wu, R. Luo, and S. Zhao), Pacific-Basin Finance Journal 101, 2027, 103355, (early version [link])A multi-tier methodology for Scope 3 emissions accounting in complex supply chains: Mathematical framework and empirical insights from China (with R. Luo, Q. Geng, and C. Dang), Journal of Industrial Ecology 30, 2026, 1585–1595
Lead time distribution in a small manufacturing system with unreliable machines and finite buffers (with S. B. Gershwin), International Journal of Production Economics 299, 2026, 110047
Exact sojourn time distribution for two-machine lines with multiple failure modes
Operations Research Letters 67, 2026, 107444Operations & supply chain management: Principles and practice
(Crowdsourcing review paper with 92 coauthors)
International Journal of Production Research 64(1), 2026, 330-513From econometrics to machine learning: Transforming empirical asset pricing
Journal of Economic Surveys 40(1), 2026, 528-548A graph-theoretic approach to detection of Parkinsonian freezing of gait from videos
(with Q. Liu, J. Bao, X. Zhang, C. C. Liu, and R. Luo), Statistics in Medicine 44(5), 2025, e70020.Part sojourn time distribution in a two-machine line
(with S. B. Gershwin), European Journal of Operational Research 248(1), 2016, 146-158A segmentation approach for solving buffer allocation problems in large production systems (with S. B. Gershwin), International Journal of Production Research 54(20), 2016, 6121-6141
Improving financial services data quality - A Citigroup practice
(with H. Heien, J. R. Talburt, R. A. Granese, D. W. Gray, R. Jugulum, R. Ramachandran, J. Singh, J. Hamilton, and H. I. Joyce), International Journal of Lean Six Sigma 6(2), 2015, 98-110Improvement of the evaluation of closed-loop production systems with unreliable machines and finite buffers (with S. B. Gershwin), Computers & Industrial Engineering 75, 2014, 239-256
The look-ahead function based interpolation algorithm for continuous micro line trajectories (with P. Ye), International Journal of Advanced Manufacturing Technology 54(5-8), 2011, 649-668
An efficient buffer design algorithm for production line profit maximization
(with S. B. Gershwin), International Journal of Production Economics 122(2), 2009, 725-740Interpolation of continuous micro line segment trajectories based on look-ahead algorithm in high-speed machining (with P. Ye, K. Yang, and Q. Lv), International Journal of Advanced Manufacturing Technology 37, 2008, 881-897
Look-ahead feedrate plan method based on the requirement of real time and its experimental study (with Q. Lv, H. Zhang, K. Yang, and H. Lu), Machine Tool & Hydraulics 36(4), 2008, 1-4
Design of air-operated spring-based stand assist chair tracking knee joint torque for the elderly (with B. Lin), Virtual and Physical Prototyping 2(3), 2007, 173-179
Study on S-shape curve acceleration and deceleration control on NC system
(with T. Zhao, P. Ye, and Q. Lv), China Mechanical Engineering 18(7), 2007, 1421-1425Smooth transfer control algorithm of continuous segment trajectory in CNC system
(with K. Yang, P. Ye, and Q. Lv), Journal of Tsinghua University (Science and Technology) 47(8), 2007, 1295-1299Study on end-point discrimination methods of circular interpolation
(with B. Lin, P. Ye, and H. Zhang), Manufacturing Technology & Machine Tool, 2007, 86-90The practical study of the professional but non-required courses
(with P. Ye and H. Zhang) Experimental Technology and Management 24(4), 2007, 100-103Study on control algorithm for continuous segments trajectory interpolation
(with P. Ye and Q. Lv), Journal of Wuhan University of Technology 28(z2), 2006, 994-998
Working Papers
A surrogate optimization framework for buffer allocation under probabilistic waiting-time constraints (with S. B. Gershwin), 2026
ETF flow crowding and short-horizon market reversals (with J. Guo and Y. Liu), 2026, submitted
Seeing through the haze: Estimating corporate scope 3 emissions from sparse ESG disclosures via explainable machine learning (with X. Su, R. Luo, Q. Geng, and J. Guo), 2026, revise and resubmit
When trees outperform graphs: Representation choice for supply chain link prediction (with X. Su, R. Luo, and Q. Geng), 2026, revise and resubmit
Overreaction and underreaction: Building a behavioral four-factor model for China
(with X. Lian and Y. Liu), 2025, (early version [link])
Permanent Working Papers
Trend following strategies: A practical guide (with X. Lian), 2025
The evolution of asset allocation: From classical models to modern innovations, 2024
Multiple hypothesis testing, empirical asset pricing, and factor investing, 2024
Piotroski’s F-score in the Chinese stock market, 2024
Finalist of Quantpedia Awards 2025The profitability factor, its extensions, and evidence from China (with X. Lian), 2022
Refined book-to-market ratio and the cross-section of stock returns in China (with X. Lian and Y. Liu), 2019