Guanhao (Gavin) Feng 冯冠豪
Title
Cited by
Cited by
Year
Taming the factor zoo: A test of new factors
G Feng, S Giglio, D Xiu
Journal of Finance 75 (3), 1327-1370, 2020
381*2020
Deep Learning in Characteristics-Sorted Factor Models
G Feng, N Polson, J Xu
Available at SSRN 3243683, 2019
65*2019
Deep learning for predicting asset returns
G Feng, J He, NG Polson
arXiv preprint arXiv:1804.09314, 2018
592018
Factor investing: A Bayesian Hierarchical Approach
G Feng, J He
Journal of Econometrics, Forthcoming., 2019
11*2019
Real-Time Macro Information and Bond Return Predictability: Does Deep Learning Help?
G Feng, A Fulop, J Li
Available at SSRN 3517081, 2020
62020
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
52016
Asset pricing with panel trees under global split criteria
X He, LW Cong, G Feng, J He
Available at SSRN 3949463, 2021
22021
Predicting Individual Corporate Bond Returns
X He, G Feng, J Wang, C Wu
Available at SSRN 3870306, 2021
22021
Regularizing Bayesian Predictive Regressions
G Feng, NG Polson
Journal of Asset Management 21 (7), 591-608, 2020
2*2020
Sparse regularization in marketing and economics
G Feng, N Polson, Y Wang, J Xu
arXiv preprint arXiv:1709.00379, 2017
12017
Interpretable and Arbitrage-Free Deep Learning for Corporate Bond Pricing
G Feng, L Jiang, J Li
Available at SSRN, 2021
2021
Benchmarking Individual Corporate Bonds
X He, G Feng, J Wang, C Wu
Available at SSRN 3940817, 2021
2021
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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Articles 1–13