CV

Education

2009

PhD, Applied Economics, Wharton School, University of Pennsylvania

2007

MA, Applied Economics, Wharton School, University of Pennsylvania

2004

BS, Actuarial Science, University of Hong Kong

Experience

2012-Now

Wharton Research Data Services - Senior Research Director

2012-2013

Wharton School, Business Economics and Public Policy Department - Lecturer

2009-2011

Turner Investments - Portfolio Manager

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