New York, NY
United States
http://sites.google.com/site/xiaoqiao10/
Paraconic Technologies US Inc.
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equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation
equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation
consumption, asset pricing, dimension reduction, cross section
Industry, Size, Value, Momentum, Fama-French, Forecasting
Commodity Futures, Price Limits, Speculation, Commodity Options, Circuit Breakers, Speculative Trading
Sarbanes-Oxley, special items, panel regression, difference-in-differences
GDP, Digitalization, Consumer Surplus
Deep Learning, Machine Learning, Credit Risk Modeling, Default Risk, Sovereign Risk, Neural Networks
volatility, returns, portfolio management, forecasting
Private Information, Insider Trading, Cross Section, Time Series, Chinese Market
volatility, GARCH, cross section, stock returns, idiosyncratic risk
factor timing, return forecasting, mutual funds, emerging markets
Asset Allocation, Forecasting, Macroeconomics, Recessions, Machine Learning, Business Cycle, SVM
volatility, portfolio management, downside volatility, asymmetry, mean variance
