Recently, the public doctoral dissertation defense of the CUFE- Tilburg University PhD Program has been held in the auditorium in Tilburg University. Zhang Hongwei, a PhD student from the program, made the oral defense online. His doctoral supervisors Prof. Ben Jacobsen from Tilburg University,Prof. Jiang Fuwei from CUFE presented the ceremony. Members of doctoral dissertation committee including Prof. Marta Szymanowska, Prof. Marno Verbeek from Erasmus University Rotterdam as well as Prof. Frans de Roon and Prof. Lieven Baele of Tilburg University also attended.

The ceremony lasted two hours. After deliberation, the committee awarded Zhang Hongwei doctoral degree of Tilburg University. His supervisor Prof. Ben Jacobsen formally announced the award of the doctoral degree on behalf of Tilburg University.Members of the committee then congratulated Zhang one by one. Zhang Hongwei's doctoral dissertation "Empirical Asset Pricing and Ensemble Machine Learning" was co-guided by Prof. Ben Jacobsen from Tilburg University as well as Prof. Jiang Fuwei and Prof. He Qiang from CUFE. This dissertation focuses on using ensemble machine learning to improve the out of sample performance of time series return prediction and high-dimensional portfolio optimization models with relatively limited data.

Click the link below to view the abstract of the dissertation

https://www.tilburguniversity.edu/nl/actueel/agenda/promotie-h-zhang

The public defense