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Guanhao Feng (冯冠豪)
Titel
Zitiert von
Zitiert von
Jahr
Taming the factor zoo: A test of new factors
G Feng, S Giglio, D Xiu
Journal of Finance 75 (3), 1327-1370, 2020
656*2020
Deep learning in characteristics-sorted factor models
G Feng, J He, NG Polson, J Xu
Journal of Quantitative and Financial Analysis, Forthcoming, 2018
107*2018
Deep learning for predicting asset returns
G Feng, J He, NG Polson
arXiv preprint arXiv:1804.09314, 2018
1002018
Factor investing: A Bayesian Hierarchical Approach
G Feng, J He
Journal of Econometrics 230 (1), 183-200, 2022
20*2022
Asset pricing with panel tree under global split criteria
LW Cong, G Feng, J He, X He
Available at SSRN 3949463, 2021
20*2021
Predicting Individual Corporate Bond Returns
X He, G Feng, J Wang, C Wu
Available at SSRN 3870306, 2021
102021
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
LW Cong, G Feng, J He, J Li
National Bureau of Economic Research, 2023
7*2023
The Market for English Premier League (EPL) Odds
G Feng, N Polson, J Xu
Journal of Quantitative Analysis in Sports 12 (4), 167-178, 2016
72016
Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach
Y Fan, G Feng, A Fulop, J Li
Available at SSRN 3517081, 2022
6*2022
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
L Cui, G Feng, Y Hong
International Economic Review, Forthcoming, 2022
32022
Regularizing Bayesian Predictive Regressions
G Feng, NG Polson
Journal of Asset Management 21 (7), 591-608, 2020
3*2020
Estimating Asymmetric Price Impact
Y Fan, G Feng, S Au, S Baronyan
Available at SSRN 4294373, 2022
12022
Deep Tangency Portfolios
G Feng, L Jiang, J Li, Y Song
Available at SSRN 3971274, 2021
12021
Corporate Bond Pricing via Benchmark Combination Model
X He, G Feng, J Wang, C Wu
Available at SSRN 3940817, 2021
1*2021
Sparse regularization in marketing and economics
G Feng, N Polson, Y Wang, J Xu
arXiv preprint arXiv:1709.00379, 2017
12017
Anomaly or Risk Factor? A Stepwise Evaluation
G Feng, W Lan, H Wang, J Zhang
Available at SSRN 4502439, 2023
2023
Time-Varying Factor Selection: A Sparse Fused GMM Approach
L Cui, G Feng, Y Hong, J Yang
Available at SSRN 4431543, 2023
2023
Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?
B Charoenwong, G Feng
Journal of Risk 19 (5), 55-75, 2017
2017
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Artikel 1–18