Jiawei Yao

Princeton University

22 Chambers Street

Princeton, NJ 08544-0708

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 48,978

SSRN RANKINGS

Top 48,978

in Total Papers Downloads

809

CITATIONS

1

Scholarly Papers (3)

1.

Sufficient Forecasting Using Factor Models

Number of pages: 32 Posted: 20 May 2015
Jianqing Fan, Lingzhou Xue and Jiawei Yao
Princeton University - Bendheim Center for Finance, Pennsylvania State University - Department of Statistics and Princeton University
Downloads 544 (49,390)
Citation 1

Abstract:

Loading...

Regression, forecast, deep learning, approximate factor model, principal components, learning indices, sliced inverse regression, dimension reduction.

2.

Power Enhancement in High Dimensional Cross-Sectional Tests

Number of pages: 60 Posted: 16 Oct 2013 Last Revised: 17 Aug 2014
Jianqing Fan, Yuan Liao and Jiawei Yao
Princeton University - Bendheim Center for Finance, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and Princeton University
Downloads 242 (125,445)

Abstract:

Loading...

sparse alternatives, thresholding, large covariance matrix estimation, Wald-test, screening, cross-sectional independence, factor pricing model

3.

Inverse Moment Methods for Sufficient Forecasting Using High-Dimensional Predictors

Number of pages: 40 Posted: 01 May 2017
Wei Luo, Lingzhou Xue and Jiawei Yao
City University of New York - Department of Statistics and Computer Information Systems, Pennsylvania State University - Department of Statistics and Princeton University
Downloads 23 (501,203)

Abstract:

Loading...

factor model; forecasting; inverse moments; learning indices; principal components; regression; sufficient dimension reduction