Contact: zhangyf278@mail.sysu.edu.cn

Research Areas: Machine learning, Asset pricing, Narrative economics

Zhang Yifan

Business School, Sun Yat-sen University

(86) 137 2541 6159 | zhangyf278@mail.sysu.edu.cn

Research Interest

Machine learning, Asset pricing, Narrative economics

Employment

2022 – Now Business School, Sun Yat-sen University                Shenzhen, China

Assistant Professor

Education

2017 – 2022 Lingnan College, Sun Yat-sen University            Guangzhou, China                                              

Ph.D. in Finance

2013 – 2017 Lingnan College, Sun Yat-sen University            Guangzhou, China

B.A. in Economic

Publications

Zhang Yifan, Lin Jianhao, Fan Jiacheng, News Data and Real Time Consumption Growth Projections: A View from Narrative Economics, Journal of Financial Research (Chinese), 2023, (05), 152-169.
Chen Liangyuan, Zhang Yifan, Lin Jianhao, Li Lanyu, Industrial Robot Application and Employment: Evidence from Enterprise Survey, Statistical Research (Chinese), 2023, 40(7), 85-97
Zhang Yifan, Lin Jianhao, Yang Yang, Deng Yimeng，Central bank communication, information shock and treasury market volatility, System Engineering – Theory & Practice (Chinese), 2022, 42(3), 575-590.
Lin Jianhao, Zhang Yifan, Chen Liangyuan, Deng Yimeng, News Sentiment and Machine Learning Investment Strategy, China Journal of Econometrics (Chinese), 2022, 2(04), 881-908.
Zhang Yifan, Pan Zhewen, Semiparametric estimator for sample selection models without exclusion restrictions, System Engineering - Theory & Practice (Chinese), 2021, 41(10), 2640-2659.
Pan Zhewen, Zhang Yifan, Semiparametric Estimation of the Intercept and Application of the Sample Selection Model: Research on the Wage Difference Decomposition, Statistical Research (Chinese), 2021, 38(03), 135-149.
Lin Jianhao, Chen Liangyuan, Luo Zihao, Zhang Yifan, Does Central Bank Communication Improve Macroeconomic Forecasting? High-dimensional Sparse Modeling Based on Text Data, Economic Research Journal (Chinese), 2021, 56(03), 48-64.
Lin Jianhao, Fan Jiacheng, Zhang Yifan, Chen Liangyuan, Real-time macroeconomic projection using narrative central bank communication, Journal of Applied Econometrics, 2023, 38(2): 202-221.

Research Grants

National Natural Science Foundation of China, “Monetary policy uncertainty in information dissemination: mechanism, measurement and financial risk effect study (Grant No. 72303256)”, 2024.01-2026.12. 
Natural Science Foundation of Guangdong Province, “Real-time monitoring of media narrative and macroeconomic downside risk from the perspective of diagnostic expectations (Grant No. 2024A1515011255)”, 2024.01-2026.12.
China Postdoctoral Science Foundation “Media narrative information and macroeconomic real-time forecasting from the perspective of business cycle (Grant No. 2023M734066)”, 2023.06-2025.06.