Xin He

Hunan University - College of Finance and Statistics

Assistant Professor

109th Shijiachong Road, Yuelu District

Changsha, Hunan 410006

China

http://www.xinhesean.com

City University of Hong Kong (CityU)

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

1,187

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Machine Learning in Finance, Financial Technology, Empirical Asset Pricing.  ”

Scholarly Papers (3)

1.

Asset Pricing with Panel Tree under Global Split Criteria

Number of pages: 60 Posted: 27 Oct 2021 Last Revised: 15 Sep 2022
Cornell University - Samuel Curtis Johnson Graduate School of Management, City University of Hong Kong (CityU), City University of Hong Kong (CityU) and Hunan University - College of Finance and Statistics
Downloads 697 (53,795)

Abstract:

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CART, Cross-Sectional Returns, Interpretable AI, Latent Factor, Machine Learning.

2.

Predicting Individual Corporate Bond Returns

Number of pages: 35 Posted: 30 Jun 2021
Hunan University - College of Finance and Statistics, City University of Hong Kong (CityU), Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 304 (142,694)

Abstract:

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Bond Characteristics, Individual Corporate Bonds, Machine Learning, Private Company Bonds, Return Decomposition, Return Predictability

3.

Benchmarking Individual Corporate Bonds

Number of pages: 64 Posted: 12 Oct 2021 Last Revised: 24 Jun 2022
Hunan University - College of Finance and Statistics, City University of Hong Kong (CityU), Dept. of Economics and Finance, City Univ. of HK and SUNY at Buffalo - School of Management
Downloads 186 (228,653)

Abstract:

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Characteristic-based benchmark, high-dimensional sort, corporate bond risk premia, forecast combination, machine learning, return predictability.