HUANG Weige is an associate professor of economics and finance at the Wenlan School of Business in Zhongnan University of Economics and Law in China. He earned his Ph.D. in Economics from Temple University in US in 2019. His research interests include Quantitative Finance, Machine Learning, Behavioral Finance, Cryptocurrency,  Microeconometrics, Environmental Economics and Labor Economics. He has published 16 papers at Oxford Bulletin of Economics and Statistics, Journal of Economics, Singapore Economic Review, among others. He serves as a referee for Journal of Applied Econometrics and Journal of Mathematical Finance.

Research Interests

Quantitative Finance, Machine Learning, Behavioral Finance, Cryptocurrency, Microeconometrics, Environmental Economics, Labor Economics

 

Education

2019, Ph.D. Economics, Temple University

Dissertation: Essays on Microeconometrics and Finance

Committee: Brantly Callaway (Chair), Oleg Rytchkov, Douglas A. Webber

2013, M.S. Finance (with Honor), Shenzhen University

2009, B.S. Medical Tests, Southern Medical University

 

Professional Experiences

2022-present, Associate Professor, Wenlan School of Business, Zhongnan University of Economics and Law

2019-2022, Assistant Professor, Wenlan School of Business, Zhongnan University of Economics and Law

 

Teaching

Wenlan School of Business

– Quantitative Investment and Financial Econometrics (Graduate)

– Financial Econometrics

– Financial Technology (Graduate)

– Frontiers of Economics and Finance (Graduate, Co-instructor)

– Financial Economics (Graduate)

Temple University

– Macroeconomic Principles

– Microeconomic Principles

– Intermediate Macroeconomic Analysis

 

Referee Service

Journal of Applied Econometrics, Journal of Mathematical Finance

 

Awards and Honors

Doctoral Dissertation Completion Grant, Temple University, Spring 2019

The Lacy H. Hunt Research Fellowship, Temple University, Summer 2018

Teaching & Research Assistantship, Temple University, Sep 2014 – May 2018

 

Research Projects

Host:

1. Basic Scientific Research Funds for Young Teachers of Central Universities Innovation Project: A Comparative analysis of different reactions of Chinese and American stock markets to COVID-19 from the perspective of investor Sentiment, 2021.

2. Zhongnan University of Economics and Law Talent Introduction Research Initiative Project: Decomposition of portfolio income Gap between North America and Europe, 2020.

Participate：

1. The influence and mechanism of related cross-shareholding on industrial chain modernization: Theory and China's experience.

2. In the course of graduate study, design and research of fintech innovation and supervision mechanism.

3. Self-study project, in progress, research on data-driven robust portfolio optimization under cross-media environment.

4. Basic scientific research Project of Central Universities, in progress, Research on dynamic path optimization of reverse innovation in heterogeneous industries under "Dual control" of energy consumption: Theory and Chinese experience.

 

Representative Publications

[1] “Digesting Three-factor Model”. Singapore Economic Review, 2022.

[2] “Spatial Patterns, Drivers and Heterogeneous Effects of PM2.5: Experience from China," with Xufeng Cui, Wei Deng and Chengye Jia. Polish Journal of Environmental Studies, 2022.

[3] “Predicting Option Prices and Volatility with High Frequency Data using Neural Network," with Hua Wang. BOHR International Journal of Finance and Market Research, 2022.

[4] “Examining the Effects of Vocabulary on Crowdfunding Success: A Comparison of Cultural and Commercial Campaigns," with Xiang Gao, Bin Li and Sunghan RYU. Asia Pacific Journal of Information Systems, 2022.

[5] “Optimal Regional Insurance Provision: Do Federal Transfers Complement Local Debt?" with Darong Dai, Liqun Liu, Guoqiang Tian. Journal of Economics, 2022.

[6] What Causes Differences in PM2.5 Concentration in China? Structures Are More Important," with Chengye Jia. The Economics and Finance Letters, 2022.

[7] “Evaluating Hierarchical Equal Risk Contribution Portfolios in the Chinese Stock Market," with Xiang Gao. Journal of Mathematical Finance, 2022.

[8] “Effects of Sentiment and Emotion of Campaign Pitch on Crowdfunding Performance: A Cross-cultural Comparison," with Xiang Gao and Sunghan RYU. Journal of Research in Emerging Markets, 2021.

[9] “LASSO-Based High-Frequency Return Predictors for Profitable Bitcoin Investment," with Xiang Gao. Applied Economics Letters, 2021.

[10] “Sign Prediction and Sign Regression." Journal of Investment Strategies, 2021.

[11] “Financial Twitter Sentiment Predicts Bitcoin Return and Volatility in High-frequency," with Xiang Gao and Hua Wang. Virtual Economics, 2021.

[12] “Trading Volume and Serial Correlation in Crude Oil Futures Returns," with Hua Wang. International Journal of Financial Engineering, 2021.

[13] “Neural Network Predictions Can Be Misleading: Evidence From Predicting Crude Oil Futures Prices,” with Hua Wang. E3S Web of Conferences 253, 02015 (EEM 2021).

[14] “Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility,” with Brantly Callaway. Oxford Bulletin of Economics and Statistics, 2020.

[15] “Decomposing Differences in Quantile Portfolio Returns between North America and Europe Using Recentered Influence Function Regression." The International Journal of Business Management and Technology, 2019.

[16] “Local Intergenerational Elasticities," with Brantly Callaway. Economics Bulletin, 2019.