Mingjun Sun
Finance PhD Candidate, Carnegie Mellon University
Asset Pricing · Machine Learning · AI
I am a fifth-year PhD candidate in Finance at the Tepper School of Business, Carnegie Mellon University, and am on the 2026–2027 academic job market. My research interests include asset pricing, as well as applications of artificial intelligence and machine learning in finance.
I also hold an M.S. in Machine Learning from Carnegie Mellon University, an M.A. in Statistics from Yale University, and a B.A. in Economics and Finance from Tsinghua University.
Email: mingjuns@andrew.cmu.edu
Research
Job Market Paper
Working Papers
High-Dimensional Factor Models with Cross-Sectional and Time-Series Predictors
Dissecting Time-varying Anomalies
Uncertainty Quantification for Financial Foundation Models: A Survey
Work in Progress
Demand-based Links and Predictable Returns
Teaching
70-391 Finance
Carnegie Mellon University
Instructor
Summer 2026
Curriculum Vitae
Contact
Mingjun Sun
Tepper School of Business
Carnegie Mellon University
Pittsburgh, Pennsylvania
Tepper School of Business
Carnegie Mellon University
Pittsburgh, Pennsylvania