CHEUNG Ying Lun

Associate Professor of Finance and Econometrics

Beijing, CN.

About

A highly accomplished Associate Professor of Finance and Econometrics with tenure, specializing in high-dimensional econometrics and tensor time series analysis. Drives impactful research published in top-tier journals, securing significant grants, and recognized for excellence in teaching and academic mentorship within the financial and economic domains. Leverages advanced quantitative methods to address complex challenges in financial modeling and economic forecasting.

Work

Capital University of Economics and Business

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Associate Professor (with tenure)

Beijing, Beijing, China

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Summary

Led advanced research initiatives and delivered high-level instruction in finance and econometrics, culminating in academic tenure and significant contributions to the field.

Highlights

Achieved academic tenure based on a strong record of impactful research, pedagogical excellence, and dedicated institutional service.

Published multiple articles in leading journals, including 'Journal of Business & Economic Statistics' (ABS: 4; ABDC: A*) and 'Econometric Reviews' (ABS: 3; ABDC: A).

Secured a RMB¥ 300,000 research grant from the National Natural Science Foundation of China for multi-dimensional data analysis.

Awarded the 'Excellent Teaching Award (Bachelor)' in 2022 and advised a 'Beijing Excellent Bachelor Thesis' Awardee in 2021, demonstrating commitment to student success.

Presented cutting-edge research at prestigious international conferences, including SETA (Macau), PKU-NUS (Beijing), and IAAE (Xiamen).

Capital University of Economics and Business

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Assistant Professor

Beijing, Beijing, China

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Summary

Conducted rigorous research and delivered high-quality instruction in financial econometrics and quantitative methods, building a foundation for academic progression.

Highlights

Authored and co-authored peer-reviewed articles in reputable economic and finance journals, establishing a robust early-career research profile.

Developed and taught undergraduate courses including Financial Modeling and Data Analysis, Applied Stochastic Processes, and Financial Econometrics.

Received the 'Excellent Teaching Award (Bachelor)' in 2020, recognizing outstanding pedagogical contributions and student engagement.

Actively contributed to the academic community through ad hoc peer review for more than five highly-ranked journals, including 'Econometric Reviews' and 'Journal of Business & Economic Statistics'.

Education

Goethe University Frankfurt

Frankfurt, Hesse, Germany
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Ph.D. Finance

Courses

Advanced Econometrics

Financial Theory

Quantitative Methods

Massachusetts Institute of Technology

Cambridge, MA, United States of America
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Visiting Ph.D. Scholar Financial Econometrics

Hong Kong University of Science and Technology

Hong Kong, Hong Kong, China
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B.Sc. Quantitative Finance

Courses

Quantitative Methods

Financial Mathematics

Statistical Analysis

Mathematics (Minor)

Awards

Excellent Teaching Award (Bachelor)

Capital University of Economics and Business

Awarded for exceptional teaching performance and positive impact on undergraduate students.

Advisor of “Beijing Excellent Bachelor Thesis” Awardee

Capital University of Economics and Business

Recognized for successfully mentoring a student whose bachelor thesis received the prestigious 'Beijing Excellent Bachelor Thesis' award.

Excellent Teaching Award (Bachelor)

Capital University of Economics and Business

Awarded for exceptional teaching performance and positive impact on undergraduate students.

Publications

Inference on Matrix-valued Factor Models under a Fixed Time Horizon

Econometric Reviews

Published in Econometric Reviews, 44(10), 1518–1540. (ABS: 3; ABDC: A)

Avoiding Jumps in the Rotation Matrix of Time-varying Factor Models

Finance Research Letters

Published in Finance Research Letters, 67B(105869). (ABS: 2; ABDC: A)

Institutions, International Financial Integration, and Output Growth

Journal of Economic Behavior & Organization

Co-authored with Michael Binder, Georgios Georgiadis and Sunil Sharma. Published in Journal of Economic Behavior & Organization, 219, 450-472. (ABS: 3; ABDC: A*)

Identification of Time-varying Factor Models

Journal of Business & Economic Statistics

Published in Journal of Business & Economic Statistics, 42(1), 76–94. (ABS: 4; ABDC: A*)

Identification of Matrix-valued Factor Models

Economics Bulletin

Published in Economics Bulletin, 44(2), 550–556. (ABDC: C)

Long Memory Factor Model: On the Estimation of Factor Memory

Journal of Business & Economic Statistics

Published in Journal of Business & Economic Statistics, 40(2), 756–769. (ABS: 4; ABDC: A*)

Whittle-type Estimation under Long Memory and Nonstationarity

AStA Advances in Statistical Analysis

Co-authored with Uwe Hassler. Published in AStA Advances in Statistical Analysis, 104, 363–383. (ABDC: C)

Nonstationarity-extended Whittle Estimation with Discontinuity: A Correction

Economics Letters

Published in Economics Letters, 187, 108914. (ABS: 3; ABDC: A)

Languages

English

Skills

Research & Econometrics

High-dimensional Econometrics, Tensor Time Series Analysis, Volatility and Uncertainty, Factor Models, Statistical Inference, Time-varying Models, Long Memory Models, Whittle-type Estimation, Structural Breaks Detection.

Quantitative Analysis

Quantitative Finance, Financial Modeling, Data Analysis, Stochastic Processes, Multidimensional Data Analysis, Statistical Analysis, Mathematical Modeling.

Teaching & Mentorship

Financial Modeling and Data Analysis (UG), Applied Stochastic Processes (UG), Financial Econometrics (UG), Advanced Econometrics (Ph.D.), Curriculum Development, Student Mentorship, Thesis Advising.

Academic Service

Peer Review, Journal Reviewer, Econometric Reviews, International Journal of Forecasting, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Time Series Analysis.

Projects

Multi-dimensional Data Analysis: From Vector to Tensor

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Summary

Led a research project focused on advancing multi-dimensional data analysis techniques, transitioning from vector-based to tensor-based methodologies.