Staff profile

Dr. Xu is an Assistant Professor of Finance, specialising in investments, mutual funds, and the innovative applications of AI in financial markets. 

Dr. Xu recently focus on the intersection of finance and artificial intelligence. Two of the most recent papers work on AI models in asset pricing, showcasing a pioneering approach to integrating machine learning techniques in analyzing investment signals and predicting asset returns. 

In particular, Dr. Xu applied cutting-edge explainable AI methods, LIME and SHAP, to improve the performance and transparency of AI models in asset pricing.  Her research also optimizes AI models for investments in terms of both speed and predictive accuracy, driving timely and data-driven investment decisions.

In addition to research, Dr. Xu plays an active role in teaching and supervising students. She has developed advanced coursework that reflects the rapidly changing landscape of finance, equipping students with the knowledge and tools needed to succeed in finance in the AI era.

Mini-Biography

Dr. Xu's research interests lie in asset management and AI application in investments. 

• Investments
• Asset Pricing
• AI and Big Data
• Machine Learning

Working Paper

• Xu, Y. Reallocation of Mutual Fund Managers and Capital Raising Ability
• Xu, Y. Spillovers of Senior Mutual Fund Managers' Capital Raising Ability
• Christiansen, C., Xing, R., & Xu, Y. Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies
• Demirbaga, U., & Xu, Y. Empirical Asset Pricing Using Explainable Artificial Intelligence
• Demirbaga, U., & Xu, Y. (2023). Machine Learning Execution Time in Asset Pricing