Yucheng Yang

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

6

DOWNLOADS

1,798

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  I study high-dimensional models and big data in economics and finance.  ”

Scholarly Papers (6)

1.

The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data

Number of pages: 17 Posted: 15 Oct 2020
Yucheng Yang, Yue Pang, Guanhua Huang and Weinan E
University of Zurich, Peking University, University of Science and Technology of China (USTC) and Princeton University
Downloads 475 (117,043)
Citation 3

Abstract:

Loading...

Big Data, Alternative/Nontraditional Data, Knowledge Graph, Natural Language Processing, Variable Selection, Economic Forecasting

2.

Networks, Business Cycles, and Asset Pricing

Number of pages: 82 Posted: 02 Mar 2021 Last Revised: 01 Nov 2022
Yucheng Yang and Wu Zhu
University of Zurich and Tsinghua University - School of Economics & Management
Downloads 441 (127,423)

Abstract:

Loading...

Business Cycles, Innovation Networks, Production Networks, Sectoral Shock, Persistence, Amplification

3.

DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks

Number of pages: 49 Posted: 24 Jan 2022 Last Revised: 17 Aug 2024
Jiequn Han, Yucheng Yang and Weinan E
Flatiron Institute, University of Zurich and Princeton University
Downloads 348 (166,472)
Citation 2

Abstract:

Loading...

Heterogeneous agent models, aggregate shocks, global solution, deep learning, generalized moments, constrained efficiency

4.

Interpretable Neural Networks for Panel Data Analysis in Economics

Number of pages: 13 Posted: 15 Oct 2020 Last Revised: 27 Dec 2021
Yucheng Yang, Zhong Zheng and Weinan E
University of Zurich, Pennsylvania State University - Penn State and Princeton University
Downloads 291 (201,293)
Citation 3

Abstract:

Loading...

Neural Network, Interpretable Model, Machine Learning, Big Data, Administrative Data, Employment

5.

Deep Learning for Search and Matching Models

Number of pages: 61 Posted: 15 Apr 2024 Last Revised: 22 Jun 2024
Jonathan Payne, Adam Rebei and Yucheng Yang
Princeton University, Stanford University and University of Zurich
Downloads 137 (400,121)

Abstract:

Loading...

Deep learning, Search and Matching, Block Recursive, Sorting, Business Cycles, Over-the-Counter Financial Markets

6.

Redistributive Inflation and Optimal Monetary Policy

Number of pages: 41 Posted: 15 Nov 2022 Last Revised: 04 Mar 2023
Yucheng Yang
University of Zurich
Downloads 106 (485,622)

Abstract:

Loading...