Yufeng Mao

Bio

Yufeng Mao is an Assistant Professor at SIMIS, jointly appointed by Fudan University. Prior to joining SIMIS, he was a Postdoctoral Researcher in the Department of Statistical Sciences at the University of Padova. He holds a PhD in Econometrics from Monash University, where he also earned a Bachelor’s degree with Honours in Econometrics.

His current research focuses on the development and application of innovative econometric and statistical methodologies to uncover new insights in economics and finance. He is also passionate about investigating the transformative impact of emerging technologies—such as artificial intelligence and blockchain—on the economic and financial landscape.

Education Experience

• PhD in Econometrics, Monash University, 2023
• Bachelor of Commerce (Honours) in Econometrics, Monash University, 2018

Work Experience

• Jul 2025-Present, Assistant Professor, Shanghai Institute for Mathematics and Interdisciplinary Sciences, Fudan University
• Oct 2023-Jun 2025, Postdoctoral Researcher, Department of Statistical Sciences, University of Padova

Honors and Awards

• Monash Graduate Scholarship, 2020-2023
• Monash Business School Co-Funded Graduate Research Scholarship, 2020-2023
• Monash Business School Dean’s Honour, 2018

Publications

1. “An Adaptive Residual-Based Test for Factor Structure”, with Yayi Yan
2. “A Multilevel Latent Factor Model for Longitudinal Network and Relational Data”, with Bin Peng
3. “Sector Structure in Digital Asset Returns”, with Runfeng Yang and Massimiliano Caporin
4. “The Artificial Intelligence Premium”, with Runfeng Yang, Massimiliano Caporin, and Juan‐Angel Jimenez‐Martin