**Current Doctoral Students:**

- Ruoxuan Xiong, Management Science and Engineering

Thesis:*Essays on High Dimensional Statistics*

Joint work:*State-Varying Factor Models of Large Dimensions, Interpretable Sparse Proximate Factors for Large Dimensions, Inferential Theory for Partially Observed Factor Models of Large Dimensions*

First position:*Assistant Professor, Emory University* - Xiaocheng Li, Management Science and Engineering (co-advised with Kay Giesecke)

Thesis:*Machine Learning for Operations Research*

Joint work:*Machine Learning Estimators for Corporate Default Probabilities, A General Theory of Large Dimensional Factor Modeling*

First position:*Assistant Professor, Imperial College London* **Jason Zhu**, Management Science and Engineering

Thesis:*Machine-Learning in Finance*

Joint work:*Deep-Learning in Asset Pricing, The Forest Through the Trees: Decision Trees in Asset Pricing***Zihan Lin**, Computational and Mathematical Engineering

Thesis:*Essays on Financial Econometrics*

Joint work:*Time-Varying Asset Pricing Factors for Stock Returns***Ye Ye**,

Joint work:*Stripping the Discount Curve, Estimating Treasury Dynamics using Deep-Learning, Term Structure of Bonds: Level, Slope and Curvature are Artifacts***Jiacheng Zou**,

Joint work:*A Machine-Learning Solution to Multiple-Testing in Finance, Term Structure of Bonds: Level, Slope and Curvature are Artifacts***Greg Zanotti**,

Joint work:*Deep-Learning Statistical Arbitrage, Cryptocurrency Arbitrage*

**Former Doctoral Students:**

**Luyang Chen**, Ph.D. 2019, Computational and Mathematical Engineering (co-advised with George Papanicolaou)

Thesis:*Studies in Stochastic Optimization and Applications*

Joint work:*Deep-Learning in Asset Pricing, Asset Pricing Tests for a Large Number of Assets*

First position:*Quantitative Analyst, Two Sigma, New York*

**Ph.D. Committee:**

**Moojoong Ra**, Management Science and Engineering

Thesis:*Dynamic Importance Sampling for Event Timing Models***Yexiang Wei**, Management Science and Engineering

Thesis:*House Price Modeling***Joongyeub Yeo**, Computational and Mathematical Engineering

Thesis:*Factor models, Mean-Reversion Time, and Statistical Arbitrage***Carl-Fredrik Arndt**, Computational and Mathematical Engineering

Thesis:*Studies in Covariance Estimation and Applications in Finance***Simon Hilpert**, Economics

Thesis:*Essays in Financial Economics***Jessie Li**, Economics

Thesis:*The Numerical Delta Method, Bootstrap, Model Selection, and Parameter Inference***Yu An**, GSB Finance

Thesis:*Intermediary Competition and Capital Commitment***Michael Ohlrogge**, Management Science and Engineering

Thesis:*Bankruptcy Claim Dischargeability and Public Externalities: Evidence from a Natural Experiment*