Jianeng Xu

University of Chicago, Students

Masters Student

Chicago, IL

United States

  • University of Chicago, Students

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 33,127

SSRN RANKINGS

Top 33,127

in Total Papers Downloads

2,656

SSRN CITATIONS
Rank 47,287

SSRN RANKINGS

Top 47,287

in Total Papers Citations

12

CROSSREF CITATIONS

4

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Deep Learning in Characteristics-Sorted Factor Models

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 50 Posted: 23 Sep 2018 Last Revised: 26 Jun 2023
Guanhao Feng, Jingyu He, Nick Polson and Jianeng Xu
City University of Hong Kong (CityU), City University of Hong Kong (CityU), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads 2,501 (9,832)
Citation 20

Abstract:

Loading...

Cross-sectional Returns, Deep Learning, Latent Factors, Nonlinearity, Security Sorting.

2.

Sparse Regularization in Marketing and Economics

Number of pages: 29 Posted: 20 Aug 2017 Last Revised: 10 Feb 2018
Guanhao Feng, Nick Polson, Yuexi Wang and Jianeng Xu
City University of Hong Kong (CityU), University of Chicago - Booth School of Business, University of Chicago, Students and University of Chicago, Students
Downloads 155 (323,805)

Abstract:

Loading...

Machine learning, Regularization, Proximal Algorithm, Nonconvex Optimization, Marketing Demand Forecasting