Shuhua Xiao | 肖书华

I am currently pursuing a PhD in the Department of Decision Analytics and Operations at City University of Hong Kong.

🐳 Research Interests

📖 Education

2023-present

PhD in Business Statistics

Department of Decision Analytics and Operations, City University of Hong Kong.

Supervisor: Jingyu He, Guanhao Feng

2020-2023

Master of Finance

School of Business, Sun Yat-sen University.

Supervisor: Shushang Zhu

2016-2020

Bachelor of Accounting (Minor: Financial Management)

School of Business, Sun Yat-sen University.

💻 Working Papers

Schrödinger's Sparsity in the Cross Section of Stock Returns

PDF Slide Poster

with: Doron Avramov, Guanhao Feng, Jingyu He

2025 CICF, 2025 SoFiE Financial Machine Learning Summer School at Yale, 2025 FIRN Melbourne Asset Pricing Meeting, 2026 SoFiE Poster Session, 2027 AFA

Factors or Fake? A New Look at Anomalies

PDF Slide Poster

with: Siddhartha Chib, Lingxiao Zhao

Best Poster Award in 2025 Hong Kong Conference for Fintech, AI, and Big Data in Business

2026 SoFiE Conference

Active Mutual Fund Co-Holdings and the Buy-Side Peer Network

PDF Slide

with: Guanhao Feng, Jingyu He, Yirou Wang

👓 Skills

Tools R C++ Python MATLAB Stata Eviews

Languages Chinese (Native) English Cantonese