Principal Investigator

• National Science Fund for Distinguished Young Scholars from the National Natural Science Foundation of China No.72425007, RMB 2,800,000, 2025-2029

• The Research Grants Council of Hong Kong No.14617423, “Generalizing L2-Relaxation,” HKD 452,308, 2024-2026

• The Research Grants Council of Hong Kong No.14500118, “A Machine Learning Approach to Combination Weights,” HKD 247,520, 2018-2021

• The Research Grants Council of Hong Kong No.24614817, “Boosting Methods in Time Series and Panel Data,” HKD 353,000, 2017-2019

• Social Science Faculty, the Chinese University of Hong Kong Direct Grant No.4052328, “Panel Predictive Regression with Persistent Regressors,” 2024-2026

• Social Science Faculty, the Chinese University of Hong Kong Direct Grant No.4053728, “Constructing Counterfactual from Panel Data with Many Cross-Sectional Units,” 2016-2018

• Social Science Faculty, the Chinese University of Hong Kong Direct Grant No.4052081, “College Roommate Peer Effect on Academic Achievement,” 2015-2017

Co-PI

• National Natural Science Foundation of China 重点项目 No.72133002, “高维计量模型的机器学习方法及其在经济管理中的应用”, RMB 2,020,000, 2022-2026

• National Natural Science Foundation of China 面上项目 No.72173075, “频率模型平均机器学习方法的理论及应用”, RMB 490,000, 2022-2025

• The Research Grants Council of Hong Kong No.14501821, “Identifying the Latent Pattern in Impulse Responses,” HKD 479,993, 2022-2024