Weige Huang

zhongnan university of economics and law

Wenhuan Building 820, Wenlan School, ZUEL

182 Nanhu Ave

wuhan, hubei 430073

China

Temple University

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

7

DOWNLOADS

192

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Performance of Hierarchical Equal Risk Contribution Algorithm in China Market

Number of pages: 37 Posted: 09 Nov 2020
Weige Huang
zhongnan university of economics and law
Downloads 56 (451,860)

Abstract:

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Hierarchical Equal Risk Contribution, Asset Allocation, Machine Learning, Portfolio Optimization, Inverse-Variance Portfolio, Hierarchical Risk Parity

2.

Digesting Three-Factor Model by XGBoost and SHAP

Number of pages: 36 Posted: 16 Mar 2021 Last Revised: 18 Mar 2021
Weige Huang
zhongnan university of economics and law
Downloads 53 (462,988)

Abstract:

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Asset Pricing, Factor Model, Machine Learning, SHAP, XGBoost

3.

Semiparametric Estimation of Oaxaca-Blinder Decompositions with Continuous Groups

Number of pages: 34 Posted: 06 May 2019
Brantly Callaway and Weige Huang
University of Mississippi - Department of Economics and zhongnan university of economics and law
Downloads 35 (543,897)
Citation 1

Abstract:

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Oaxaca-Blinder Decomposition, Continuous Decomposition, Smooth Varying Coefficient Model, Local Regression, Semiparametric Methods, Intergenerational Income Mobility

4.

Decomposing Differences in Portfolio Returns between North America and Europe

Number of pages: 44 Posted: 14 Aug 2018
Weige Huang
zhongnan university of economics and law
Downloads 31 (565,474)

Abstract:

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Distribution Regression, Blinder-Oaxaca Decomposition, Decomposition Analysis, Five-factor Asset Pricing Model, Counterfactual Distributions, Risk Premium

5.

Hard Working Is More Important than Destiny

Number of pages: 18 Posted: 10 Mar 2021
Weige Huang
zhongnan university of economics and law
Downloads 17 (658,180)

Abstract:

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Intergenerational Income Mobility, Machine Learning, XGBoost, SHAP

6.

Sign Prediction and Sign Regression

Posted: 09 Nov 2020 Last Revised: 14 May 2021
Weige Huang
zhongnan university of economics and law

Abstract:

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Financial Prediction, Prediction Signs, Signs of Residuals, Decision Making

7.

Local Intergenerational Elasticities

Posted: 28 Aug 2018 Last Revised: 30 Aug 2021
Brantly Callaway and Weige Huang
University of Mississippi - Department of Economics and zhongnan university of economics and law

Abstract:

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Intergenerational Income Mobility, Local Linear Estimation, Smooth Coefficient Model