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
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:
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.
SAS (BASE and SQL), Python (Pandas, Scikit-Learn, Gensim, Matplotlib), STATA, Matlab
qsong at wharton dot upenn dot edu
Wharton Research Data Services
3819 Chestnut Street Suite 300
St. Leonard's Court
Philadelphia PA 19104