Jianeng Xu

University of Chicago, Students

Masters Student

Chicago, IL

United States

SCHOLARLY PAPERS

2

DOWNLOADS

523

0

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (2)

1.

Deep Learning in Asset Pricing

Number of pages: 33 Posted: 23 Sep 2018 Last Revised: 09 Feb 2019
Guanhao Feng, Nick Polson and Jianeng Xu
City University of Hong Kong (CityUHK), University of Chicago - Booth School of Business and University of Chicago, Students
Downloads 456 (60,969)

Abstract:

Loading...

Alpha, Cross-Sectional Returns, Deep Learning, Firm Characteristics, Machine Learning, Risk Factors, Security Sorting.

2.

Sparse Regularization in Marketing and Economics

Number of pages: 29 Posted: 20 Aug 2017 Last Revised: 10 Feb 2018
City University of Hong Kong (CityUHK), University of Chicago - Booth School of Business, University of Chicago, Students and University of Chicago, Students
Downloads 67 (331,203)

Abstract:

Loading...

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