[{"content":"What you will find here from now on:\nWorking notes — short, concrete pieces tied to whatever I am building or reading. No grand-survey style essays; the work itself is grand enough already. Code and replications — pointers to the source repositories that back the research, plus reproducibility notes when they are non-trivial. A reading feed — every new paper in q-fin and econ.EM, summarised. Hosted at https://arxiv.gucx.com.cn/. ","permalink":"https://www.gucx.com.cn/posts/welcome/","summary":"What this blog will cover going forward.","title":"A new home for research notes"},{"content":"A self-hosted feed that fetches every new paper in Quantitative Finance (q-fin.*) and Econometrics (econ.EM) every day, runs each abstract through an LLM for a structured summary in Chinese, and exposes the result through a clean web UI.\nWhy — Reading raw arXiv listings every morning is friction. The summarised feed gives a 30-second triage of what is new, what matters, and what to read in full.\nStack — Python (Scrapy), DeepSeek API, vanilla HTML/JS, nginx static serve.\n→ Open the feed\n","permalink":"https://www.gucx.com.cn/projects/daily-arxiv/","summary":"An always-on feed of new q-fin and econ.EM papers, AI-summarised in Chinese with submission-date alignment to the arXiv website.","title":"Daily arXiv for Finance"},{"content":"I am a Finance PhD candidate.\nResearch interests Asset pricing — stochastic discount factors, the Hansen–Jagannathan distance, factor model identification Derivatives — option-implied risk premia, the term structure of variance and skewness, derivative-based factors Machine learning in finance — neural-network SDFs, GAN-based factor estimation, robust out-of-sample evaluation ","permalink":"https://www.gucx.com.cn/about/","summary":"\u003cp\u003eI am a Finance PhD candidate.\u003c/p\u003e\n\u003ch2 id=\"research-interests\"\u003eResearch interests\u003c/h2\u003e\n\u003cul\u003e\n\u003cli\u003e\u003cstrong\u003eAsset pricing\u003c/strong\u003e — stochastic discount factors, the Hansen–Jagannathan distance, factor model identification\u003c/li\u003e\n\u003cli\u003e\u003cstrong\u003eDerivatives\u003c/strong\u003e — option-implied risk premia, the term structure of variance and skewness, derivative-based factors\u003c/li\u003e\n\u003cli\u003e\u003cstrong\u003eMachine learning in finance\u003c/strong\u003e — neural-network SDFs, GAN-based factor estimation, robust out-of-sample evaluation\u003c/li\u003e\n\u003c/ul\u003e","title":"About"}]