Books

• Navigating 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, 2014

• Chapter 7: Prioritization of Critical Data Elements (Funnel Approach)
  In: R. Jugulum. Competing with Data Quality: Relevance and Importance in Industry, Wiley, 2014

Selected Publications

• 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, 2026

• 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, 107444

• Operations & supply chain management: Principles and practice
  (Crowdsourcing review paper with 92 coauthors)
  International Journal of Production Research 64(1), 2026, 330-513

• From econometrics to machine learning: Transforming empirical asset pricing
  Journal of Economic Surveys 40(1), 2026, 528-548

• A 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, 146-158

• A 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, 98-110

• Improvement 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, 725-740

• Interpolation 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, 1421-1425

• Smooth 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, 1295-1299

• Study on end-point discrimination methods of circular interpolation
  (with B. Lin, P. Ye, and H. Zhang), Manufacturing Technology & Machine Tool, 2007, 86-90

• The practical study of the professional but non-required courses
  (with P. Ye and H. Zhang) Experimental Technology and Management 24(4), 2007, 100-103

• Study 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, under review

• When trees outperform graphs: Representation choice for supply chain link prediction (with X. Su, R. Luo, and Q. Geng), 2026, under review

• Agri-LAPP: An LLM-based agent framework for adaptive path planning in precision agriculture (with Y. Zeng, R. Wang, Y. Liu, C. Chen, J. Jin, J. Guo, and J. Li), 2026, under review

• Customer-supplier momentum spillover and its cascading effect (with S. Wu, R. Luo, and S. Zhao), 2026, revise and resubmit

• Leveraging LLM-based semantic analysis of patent texts: An application to technological link discovery and financial markets (with R. Luo, S. Zhao, and Q. Geng), 2025, revise and resubmit, (the original version was circulated under the title “Technological momentum in China: Large language model meets simple classifications”)

• A machine learning-based factor investing framework for Chinese convertible bonds (with J. Qiu, X. Zheng, and X. Fang), 2025

• Overreaction and underreaction: Building a behavioral four-factor model for China
  (with X. Lian and Y. Liu), 2025, (the original version was written in 2021 and circulated under the title “A composite four-factor model in China”)

Permanent Working Papers

• Behavioral finance and empirical asset pricing, 2025

• 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 2025

• The 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