CV
Education
PhD, Applied Economics, Wharton School, University of Pennsylvania
MA, Applied Economics, Wharton School, University of Pennsylvania
BS, Actuarial Science, University of Hong Kong
2009
2007
2004
Experience
Wharton Research Data Services - Senior Research Director
Wharton School, Business Economics and Public Policy Department - Lecturer
Turner Investments - Portfolio Manager
2012-Now
2012-2013
2009-2011
Teaching and Research Fields
Teaching:
Insurance Risk Economics, Financial Data Analytics
Research:
Traditional data: Empirical Asset Pricing, Behavioral Finance, Corporate Capital Structure
Textual analysis: Machine learning on financial corpus - LDA topic classification, Word2Vec/Doc2Vec application on SEC filings, conference call transcripts, etc.
Programming
SAS (BASE and SQL), Python (Pandas, Scikit-Learn, Gensim, Matplotlib), STATA, Matlab
Contact
qsong at wharton dot upenn dot edu
Wharton Research Data Services
3819 Chestnut Street Suite 300
St. Leonard's Court
Philadelphia PA 19104