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

5

DOWNLOADS

1,538

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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

Scholarly Papers (5)

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 446 (117,485)
Citation 2

Abstract:

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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 School of Economics and Management, Tsinghua University
Downloads 404 (131,726)

Abstract:

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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: 38 Posted: 24 Jan 2022 Last Revised: 29 Jun 2022
Jiequn Han, Yucheng Yang and Weinan E
Flatiron Institute, University of Zurich and Princeton University
Downloads 304 (179,651)
Citation 1

Abstract:

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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 280 (195,698)
Citation 3

Abstract:

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

5.

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 104 (459,171)

Abstract:

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