Jason Zhu

Stanford University - Management Science & Engineering

314L Huang Engineering Center

475 Via Ortega

Stanford, CA 94305

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 4,598

SSRN RANKINGS

Top 4,598

in Total Papers Downloads

16,140

SSRN CITATIONS
Rank 14,155

SSRN RANKINGS

Top 14,155

in Total Papers Citations

81

CROSSREF CITATIONS

24

Scholarly Papers (3)

1.

Deep Learning in Asset Pricing

Number of pages: 75 Posted: 04 Apr 2019 Last Revised: 05 Aug 2021
Luyang Chen, Markus Pelger and Jason Zhu
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 9,615 (1,127)
Citation 34

Abstract:

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No-arbitrage, stock returns, conditional asset pricing model, non-linear factor model, machine learning, deep learning, neural networks, big data, hidden states, GMM

2.

Forest Through the Trees: Building Cross-Sections of Stock Returns

Number of pages: 60 Posted: 19 Dec 2019 Last Revised: 05 Aug 2023
London Business School - Department of Finance, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 5,459 (2,956)
Citation 39

Abstract:

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Asset Pricing, Sorting, Portfolios, Cross-Section of Expected Returns, Decision Trees, Elastic Net, Stock Characteristics, Machine Learning

3.

Internet Appendix for Deep Learning in Asset Pricing

Number of pages: 51 Posted: 11 Jun 2020 Last Revised: 11 Sep 2020
Luyang Chen, Markus Pelger and Jason Zhu
Stanford University - Institute for Computational and Mathematical Engineering, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 1,066 (39,399)
Citation 4

Abstract:

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Conditional asset pricing model, no-arbitrage, stock returns, non-linear factor model, cross-section of expected returns, machine learning, deep learning, big data, hidden states, GMM

Other Papers (1)

Total Downloads: 538
1.

Internet Appendix for Forest through the Trees: Building Cross-Sections of Stock Returns

Number of pages: 163 Posted: 13 May 2020 Last Revised: 05 Aug 2023
London Business School - Department of Finance, Stanford University - Department of Management Science & Engineering and Stanford University - Management Science & Engineering
Downloads 538

Abstract:

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Asset Pricing, Sorting, Portfolios, Cross-Section of Expected Returns, Decision Trees, Elastic Net, Stock Characteristics, Machine Learning