程明勉 Mingmian Cheng，经济学博士 Ph.D. in Economics

研究领域

金融计量经济学；时间序列分析和预测；高频、高维数据应用及机器学习

教育背景

2015.5 - 2018.5  美国罗格斯大学   经济学博士

2012.9 - 2015.5  美国罗格斯大学   经济学硕士

2008.9 - 2012.6  武汉大学         经济学学士

职业经历

2018.9 --       中山大学岭南学院   助理教授

研究成果

1. Cheng, M., Swanson, N. and Yang, X. (2018): Latent Common Return Volatility Factors: Capturing Elusive Predictive Accuracy Gains When Forecasting Volatility. (Submitted)
2. Cheng, M. and Swanson, N. (2018): A Comparison of Fixed and Long Time Span Jump Tests: Are We Finding Too Many Jumps? (Submitted)
3. Cheng, M., Dai, J. and Guo, Y. (2018): Can Liquidity Regulation Make Up for the Defect of Capital Regulation? (Submitted)

当前研究

Forecast Evaluation

Forecasting Financial and Macroeconomic Variables Using Econometric Methods

教授课程

Rutgers University:

Financial Economics (Bachelor Course 2014, 2016)

Econometrics (Bachelor Course 2017)

Econometrics, TA (Master&PhD Course, 2015-2017)