معرفی
Xin Gao is an Assistant Professor of Finance at The Business School, Worcester Polytechnic Institute (WPI). His research focuses on financial markets, institutional investing, commodity pricing, and asset allocation strategies. He holds a Ph.D. in Finance from the University of Houston, complemented by advanced degrees in Quantitative Finance (Rutgers University) and Computer Science (University of Bristol and University of Science and Technology Beijing).
His work bridges traditional finance with empirical methods, exploring topics like market anomalies, variance swaps, and regulatory impacts. Gao’s articles analyze institutional trading dynamics, commodity price determinants, and mutual fund performance predictability. Current affiliations include WPI’s Business School with no indication of part-time roles or former positions.
Education:
- Ph.D. in Finance, University of Houston
- M.Sc. in Quantitative Finance, Rutgers University
- M.Sc. in Computer Science, University of Bristol
- B.Sc. in Computer Science, University of Science and Technology Beijing
Research interests emphasize quantitative finance applications, with notable contributions to energy markets (crude oil pricing), market microstructure (tick size regulations), and portfolio strategies leveraging time-series analysis. His work often combines econometric modeling with real-world market data.
