ABOUT ME

Xian-Ji Kuang is an Assistant Professor of Finance at National Changhua University of Education. His research interests include empirical asset pricing, machine learning in asset pricing, financial technology (FinTech), financial engineering, and high-dimensional data analysis. He has published in the International Review of Economics and Finance, Computational Economics, Applied Economics Letters, and Applied Economics.

  • Doctor
    • Ph.D. in Money and Banking, National Chengchi University2019.02 - 2023.11
  • Master
    • M.S. in Statistics, National Chiao Tung University2014.08 - 2016.07
  • Bachelor
    • B.A. in Financial Engineering and Actuarial Mathematics, Soochow University2010.08 - 2014.07

  • Personal Experiences
    • Assistant Professor, Department of Finance, College of Management, National Changhua University of Education 2024.02 - present

  • Financial Machine Learning (Master Level)
  • Financial Big Data Analysis and Data Mining (Master Level)
  • Introduction to Computer Science (Undergraduate Level)
  • Business Application Software (Undergraduate Level)
  • Financial Technology (Undergraduate Level)
  • Machine Learning and Financial Data Analysis (Undergraduate Level)

  • 112 年度博士論文獎(獎勵博士候選人撰寫博士論文)
  • 108 年度國科會補助大學校院培育優秀博士生

PUBLICATIONS

  1. Intelligent Portfolio Construction via News Sentiment Analysis

    International Review of Economics and Finance, 2024; 89: 605-617 (With: Ming-Chin Hung, Ping-Hung Hsia, Shih-Kuei Lin)

  2. Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning

    Computational Economics, 2023 (With: Ting‐Fu Chen, Szu‐Lang Liao, Shih‐Kuei Lin)

  3. Optimal Structure of an Expected Loss Credit Rating Model

    Applied Economics, 2024 (With: Cheng-To Lin, Ming-Chun Jian, Shih-Kuei Lin)

  4. Does Variance Risk Premium Predict Expected Returns?

    Applied Economics Letters, 2023; 31(13): 1227-1233 (With: Yueh-Hua Hsu, Alan Chang, Shih-Kuei Lin)

WORKING PAPERS

  1. Good Jump and Bad Jump Risk Matters: Evidence from S&P500 Returns and Options

    (With: Hsing-Hua Chang, Hung-Wen Cheng, Shih-Kuei Lin, Pai-Ta Shih)

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