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Jingyu He
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Jahr
Deep learning for predicting asset returns
G Feng, J He, NG Polson
arXiv preprint arXiv:1804.09314, 2018
962018
Regularization and confounding in linear regression for treatment effect estimation
PR Hahn, CM Carvalho, D Puelz, J He
Bayesian Analysis 13 (1), 163-182, 2018
862018
Deep Learning in Characteristics-Sorted Factor Models
G Feng, J He, N Polson, J Xu
Available on SSRN 3243683, 2022
60*2022
XBART: Accelerated bayesian additive regression trees
J He, S Yalov, PR Hahn
The 22nd International Conference on Artificial Intelligence and Statistics, 2019
58*2019
Efficient sampling for Gaussian linear regression with arbitrary priors
PR Hahn, J He, H Lopes
Journal of Computational and Graphical Statistics, 2018
45*2018
Stochastic tree ensembles for regularized nonlinear regression
J He, PR Hahn
Journal of the American Statistical Association 118 (541), 551-570, 2023
23*2023
Bayesian factor model shrinkage for linear IV regression with many instruments
PR Hahn, J He, H Lopes
Journal of Business & Economic Statistics 36 (2), 278-287, 2018
222018
Factor investing: A Bayesian hierarchical approach
G Feng, J He
Journal of Econometrics 230 (1), 183-200, 2022
17*2022
Asset pricing with panel tree under global split criteria
LW Cong, G Feng, J He, X He
National Bureau of Economic Research, 2023
15*2023
Stochastic tree ensembles for estimating heterogeneous effects
N Krantsevich, J He, PR Hahn
International Conference on Artificial Intelligence and Statistics, 6120-6131, 2023
82023
Data Augementation with Polya Inverse Gamma
J He, NG Polson, J Xu
arXiv preprint arXiv:1905.12141, 2019
7*2019
Uncommon Factors for Bayesian Asset Clusters
LW Cong, G Feng, J He, J Li
Available at SSRN 4219905, 2022
52022
Deep learning for predicting asset returns. arXiv
G Feng, J He, NG Polson
arXiv preprint arXiv:1804.09314, 2018
52018
Local Gaussian process extrapolation for BART models with applications to causal inference
M Wang, J He, PR Hahn
https://arxiv.org/abs/2204.10963, 2022
22022
Statement of Research
J He
2022
XBART: A Scalable Stochastic Algorithm for Supervised Machine Learning with Additive Tree Ensembles
J He
The University of Chicago, 2020
2020
Supplement to “XBART: Accelerated Bayesian Additive Regression Trees”
J He, S Yalov, PR Hahn
2019
bayeslm: Efficient Sampling for Gaussian Linear Regression with Arbitrary Priors
PR Hahn, J He, H Lopes
http://cran.ma.imperial.ac.uk/web/packages/bayeslm/bayeslm.pdf, 2018
2018
Slides: Uncommon Factors for Bayesian Asset Clusters
J He
http://jingyuhe.com/files/BCM.pdf, 0
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