Xinyuan Tao

Xinyuan Tao is an Assistant Professor at the MT School of Management, New Jersey Institute of Technology (NJIT). His research focuses on asset pricing, machine learning applications in finance, and financial data analysis. He specializes in leveraging graph neural networks and tensor completion algorithms to address challenges in earnings management, corporate finance, and market dynamics.

Key areas of research include equity pricing models using graph theory, dynamic network analysis for asset valuation, and the impact of social media on corporate communication and earnings disclosure. His work integrates behavioral finance principles and computational methods to explore topics like momentum investing, bond prediction, and policy uncertainty effects on corporate bonds.

Tao collaborates internationally and has published widely in journals such as the Journal of Financial Econometrics and Global Finance Journal. His research has been featured in media outlets, highlighting contributions to understanding market networks and algorithmic trading strategies. While no specific awards or grants are noted, his prolific output reflects strong academic engagement.