Jia Ye
Short Bio
I am a prospective graduate student in Financial Engineering and Quantitative Finance. My academic interests lie at the intersection of machine learning, asset pricing, econometrics, and high-dimensional statistics.
My recent projects include robust PCA for equity return prediction, cross-asset allocation strategy and CTA-style quantitative trading strategies. I am particularly interested in how statistical learning methods can extract low-dimensional structure from high-dimensional financial data.
Research Interests
- Quantitative finance and asset pricing
- Machine learning for financial data
- Robust PCA and high-dimensional statistics
- Econometrics and causal inference