谢天，上海财经大学商学院教授。主要研究方向为模型平均，组合预测，大数据分析等。主持和参与多项国家自然科学基金项目。学术成果发表在Review of Economics and Statistics, Management Science, Journal of Financial Econometrics等国际一流学术期刊上。
1
学历
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
2
经历
CoB, SHUFE Associate Prof. 7/2020 –
Present CoB, SHUFE Assistant Prof. 7/2019 – 7/2020
Xiamen University Assistant Prof. 9/2016 – 6/2019
Wuhan University Assistant Prof. 9/2014 – 7/2016
3
论文发表
1. “High Dimensional Forecast Combinations Under Latent Structures” with Zhentao Shi and Liangjun Su, Review of Economics and Statistics, forthcoming.
2. “The Bigger Picture: Are Analytics and Social Media Data the best Way to Predict Movie Success?” with Steven F. Lehrer, Management Science, 2022, vol.68, no.1, 189-210.
3. “Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks” with Yue Qiu, Jun Yu, and Qiankun Zhou, Journal of Financial Econometrics, 2022, vol.20, no.1, 160–186.
4. “Does High Frequency Data Improve Our Confidence in Forecasts of Low Frequency Measures?” with Steven F. Lehrer and Tao Zeng, Journal of Financial Econometrics, 2021, vol.19, no.5, 910–933.
5. “Social Media Sentiment, Model Uncertainty, and Volatility Forecasting” with Steven F. Lehrer and Xinyu Zhang, Economic Modelling, 2021, vol.102, no.105556, 1-13.
6. “Forecast Bitcoin Realized Volatility by Exploiting Measurement Error under Model Uncertainty” with Yue Qiu, Zongrun Wang, and Xinyu Zhang, Journal of Empirical Finance, 2021, vol. 62, 179-201.
7. “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.
8. “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.
9. “Consumption, Aggregate Wealth, and Expected Stock Returns: A Fractional Cointegration Approach'' with Yu Ren, Quantitative Finance, 2018, vol.18, no.12, 2101-2112.
10. “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).
Contact Tian Xie (xietian@shufe.edu.cn) for a complete publication list.
