Lingzhou Xue

Pennsylvania State University - Department of Statistics

326 Thomas Building

University Park, PA 16802

United States

SCHOLARLY PAPERS

3

DOWNLOADS

563

CITATIONS

2

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 540 (49,530)
Citation 2

Abstract:

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

2.

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 (497,604)

Abstract:

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

3.

Using a Hidden Markov Model to Measure Earnings Quality

Posted: 08 May 2018 Last Revised: 13 Jul 2019
Kai Du, Steven J. Huddart, Lingzhou Xue and Yifan Zhang
Pennsylvania State University - Department of Accounting, Pennsylvania State University, University Park - Department of Accounting, Pennsylvania State University - Department of Statistics and Pennsylvania State University - Department of Marketing

Abstract:

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Hidden Markov model; MCMC method; earnings quality; earnings fidelity