Faculty Profile
PhD - Econometrics and Statistics (The University of Chicago Booth School of Business)
Prof. Jingyu He is an Associate Professor of Finance and Business Statistics at City University of Hong Kong. He received his Ph.D. and M.B.A. from the University of Chicago Booth School of Business, and his B.S. in Statistics from the University of Science and Technology of China. His research focuses on empirical asset pricing, FinTech, and the application of machine learning in finance. His work has been published in leading journals in finance and statistics, and he has received several honors from both academia and industry. At CityUHK, Prof. He teaches courses on FinTech, AI in finance, and predictive modeling, and co-organises the Hong Kong Conference on FinTech, AI & Big Data.
How do you combine theoretical concepts with the latest industry practices and business trends?
My research develops machine learning techniques that are combined with economic theory. I focus particularly on addressing the challenges of high-dimensional data in empirical asset pricing, portfolio construction, and risk management. By combining rigorous theory with modern data science tools, I aim to create methods that are not only academically sound but also highly relevant for practitioners navigating today’s financial markets.
What books would you recommend CityUHK MBA students to read? Why?
Rather than a business book, I would recommend Albert Camus’ L’Étranger (The Stranger). The business world can be stressful and at times brutal, and I believe it’s important to occasionally step back and reflect. This novel invites readers to confront questions of meaning, perspective, and acceptance in the face of life’s uncertainties. It reminds us that sometimes inner peace does not come from controlling everything, but from seeing the world as it is and finding clarity within ourselves.
What business topics should CityUHK MBA students be the most familiar with when they graduate from our programme?
There are many important areas depending on each student’s personal interest and career path. But one topic I consider indispensable for everyone is artificial intelligence. AI is transforming every industry, from finance to healthcare to logistics, and it is essential for future business leaders to understand how to evaluate, adopt, and leverage AI in their work.
One career advice to our CityUHK MBA students.
Always look beyond the surface. Think deeply about the underlying mechanisms that drive businesses and markets. At the same time, embrace new technologies and don’t be afraid to step off the crowded path. Often, opportunities are found by taking a different perspective rather than following the mainstream.
Any other information that you feel comfortable sharing with our prospective students?
Although my research is in quantitative investing, I enjoy picking stocks in the old-fashioned way by gut feeling. If you’re interested, I’d be more than happy to chat about markets and investment ideas over tea.