谢天 副教授

主要研究方向 Forecast Combination and Model Averaging, Applied Econometrics for Data Science, Financial Volatility


联系电话 +86-021-

电子邮箱 xietian@shufe.edu.cn

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Education Queen’s University Ph.D. (Economics) 11/2013
Queen’s University M.A. (Economics) 10/2005
University of Western Ontario B.A. with High Honors (Economics) 10/2004


Employment CoB, SUFE Associate Prof. 7/2020– Present
CoB, SUFE Assistant Prof. 7/2019– 7/2020
Xiamen University Assistant Prof. 9/2016 – 6/2019
Wuhan University Assistant Prof. 9/2014 – 7/2016




Selected Publications 1. “The Bigger Picture: Are Analytics and Social Media Data the best Way to Predict Movie Success?” with Steven F. Lehrer, Management Science, forthcoming
2. “Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks” with Yue Qiu, Jun Yu, and Qiankun Zhou, Journal of Financial Econometrics, forthcoming
3. “Does High Frequency Data Improve Our Confidence in Forecasts of Low Frequency Measures?” with Steven F. Lehrer and Tao Zeng, Journal of Financial Econometrics, forthcoming
4. “Model Uncertainty of Cross-country Growth Empirics: Machine Learning Perspective” with Yan Liu, China's Industrial Economics (中国工业经济), 2019, vol.12, 5-22.
5. “Weighing the Asset Pricing Factors: A Least Squares Model Averaging Approach” with Yue Qiu and Yu Ren, Quantitative Finance, 2019, vol.19, no.10, 1673-1687.
6. “Consumption, Aggregate Wealth, and Expected Stock Returns: A Fractional Cointegration Approach'' with Yu Ren, Quantitative Finance, 2018, vol.18, no.12, 2101-2112.
7. “Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?'' with Steven F. Lehrer, Review of Economics and Statistics, 2017, vol.99, no.2, 749-755 (lead article).
8. “Heteroscedasticity-robust Model Screening: A Useful Toolkit for Model Averaging in Big Data Analytics”, Economics Letters, 2017, vol. 151, 119-122.
9. “Prediction Model Averaging Estimator”, Economics Letters, 2015, vol. 131, pages 5-8.
Contact Tian Xie (xietian@shufe.edu.cn) for a complete publication list.