https://www.gucx.com.cn/ Recent content on Research notes Hugo -- 0.139.0 en-us Sun, 26 Apr 2026 00:00:00 +0000 https://www.gucx.com.cn/posts/welcome/ Sun, 26 Apr 2026 00:00:00 +0000 https://www.gucx.com.cn/posts/welcome/ What this blog will cover going forward. https://www.gucx.com.cn/projects/daily-arxiv/ Sun, 26 Apr 2026 00:00:00 +0000 https://www.gucx.com.cn/projects/daily-arxiv/ An always-on feed of new q-fin and econ.EM papers, AI-summarised in Chinese with submission-date alignment to the arXiv website. https://www.gucx.com.cn/about/ Mon, 01 Jan 0001 00:00:00 +0000 https://www.gucx.com.cn/about/ <p>I am a Finance PhD candidate.</p> <h2 id="research-interests">Research interests</h2> <ul> <li><strong>Asset pricing</strong> — stochastic discount factors, the Hansen–Jagannathan distance, factor model identification</li> <li><strong>Derivatives</strong> — option-implied risk premia, the term structure of variance and skewness, derivative-based factors</li> <li><strong>Machine learning in finance</strong> — neural-network SDFs, GAN-based factor estimation, robust out-of-sample evaluation</li> </ul>