🎓 I am an Assistant Professor of Economics at School of Management and Economics, The Chinese University of Hong Kong, Shenzhen.

💬 fangyue [at] cuhk [dot] edu [dot] cn

Research

Publications

• (2026+) “Data-driven policy learning for continuous treatments”, (with Chunrong Ai and Haitian Xie). Journal of Econometrics.
  arXiv: 2402.02535
• (2025) “Model Selection for Multivalued-Treatment Policy Learning in Observational Studies”, (with Jin Xi and Haitian Xie). Journal of Business & Economic Statistics, 43(4), 897-909.
• (2025) “Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method” (with Junyi Liu and Jong-Shi Pang). Computational Optimization and Applications, 92, 471 - 513.
  arXiv: 2401.01565

Selected Working Papers

• “Semiparametric Efficiency in Policy Learning with General Treatments”, (with Geert Ridder, and Haitian Xie).
• “The Exact Variance of the Average Treatment Effect Estimator in Cluster Randomized Controlled Trials”, (with Geert Ridder).
• “Design-based causal inference in bipartite experiments”, (with Sizhu Lu, Lei Shi, Wenxin Zhang and Peng Ding).

Teaching

• ECO 3090 Machine Learning for Financial Economics, Spring 2025 - 26.
• ECO 6130 Machine Learning in Finance, Spring 2024 - 26.
• ECO 6233 Econometrics II, Spring 2024 - 26.