Chuanping Sun is a lecturer in Finance at Bayes Business School. He obtained his PhD in Economics from the School of Economics and Finance at Queen Mary University of London. He has previously held visiting positions in New York University and FGV Sao Paulo. His research interests focus on machine learning, empirical asset pricing, and financial econometrics. More specifically, his work investigates cross-sectional asset returns and formulates optimal portfolio strategies. He is also working on statistical inferences of Machine Learning models.
- PhD, Queen Mary University of London, United Kingdom, Oct 2016 – Jul 2021
Chinese (Mandarin) and English.
- Asset Pricing
- Portfolio Choice
- Hiraki, K. and Sun, C. (2022). A toolkit for exploiting contemporaneous stock correlations. Journal of Empirical Finance, 65, pp. 99–124. doi:10.1016/j.jempfin.2021.11.003.