Hongwei Zhang

Tilburg University - TIAS School for Business and Society

Warandelaan 2

TIAS Building

Tilburg, Noord Brabant 5037 AB

Netherlands

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, 100081

China

SCHOLARLY PAPERS

2

DOWNLOADS

343

CITATIONS

1

Scholarly Papers (2)

1.

Ensemble Machine Learning and Stock Return Predictability

Asian Finance Association (AsianFA) 2019 Conference, The 4th International Workshop on Financial Markets and Nonlinear Dynamics; 2019 Asian Meeting of the Econometric Society
Number of pages: 50 Posted: 08 Jan 2019 Last Revised: 20 Jun 2019
Ben Jacobsen, Fuwei Jiang and Hongwei Zhang
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE) and Tilburg University - TIAS School for Business and Society
Downloads 209 (143,852)

Abstract:

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Equity Premium Prediction, Machine Learning, Forecast Combination, Parameter Uncertainty, Diversification

2.

Forecasting Stock Returns with Model Uncertainty and Parameter Instability

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 45 Posted: 21 Sep 2017 Last Revised: 11 Apr 2019
Hongwei Zhang, Qiang He, Ben Jacobsen and Fuwei Jiang
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE), Tilburg University - TIAS School for Business and Society and Central University of Finance and Economics (CUFE)
Downloads 134 (211,381)
Citation 1

Abstract:

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Market Efficiency, Asset Pricing, Equity premia predictability, Forecast Combination, Model uncertainty, Parameter instability, WALS