Wei Lan

Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research

Zhizhi Zone 236, 555 Liutai Avenue

Wenjiang District

Chengdu, Sichuan 611130

China

SCHOLARLY PAPERS

3

DOWNLOADS

621

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Sequential Model Averaging for High Dimensional Linear Regression Models

Number of pages: 36 Posted: 11 Jan 2017 Last Revised: 13 Jan 2017
Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, Beihang University (BUAA), Beijing Normal University, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 267 (214,804)

Abstract:

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Forward Regression, Sequential Model Averaging, Sequential Screening, Univariate Model Averaging

2.

Anomaly or Risk Factor? A Stepwise Evaluation

Number of pages: 48 Posted: 20 Jul 2023 Last Revised: 31 Jul 2023
City University of Hong Kong (CityU), Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, Peking University - Guanghua School of Management and School of Statistics
Downloads 222 (257,102)

Abstract:

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anomalies, factor efficiency, stepwise selection, GRS test, model comparison, Sharpe ratio

3.

Interpret ESG Rating's Impact on the Industrial Chain Using Graph Neural Networks

Number of pages: 41 Posted: 14 Jun 2023 Last Revised: 25 Jan 2024
Southwestern University of Finance and Economics, Southwestern University of Finance and Economics, Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research, School of Finance/Institute of Big Data, Southwestern University of Finance and Economics and Imperial College London
Downloads 132 (402,129)
Citation 1

Abstract:

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industrial chain, ESG, graph representation learning