Articles with public access mandates - Guanhao Feng (冯冠豪)Learn more
Available somewhere: 4
Deep learning in characteristics-sorted factor models
G Feng, J He, NG Polson, J Xu
Journal of Financial and Quantitative Analysis, Forthcoming, 2018
Mandates: National Natural Science Foundation of China, Research Grants Council, Hong Kong
Growing the Efficient Frontier on Panel Trees
LW Cong, G Feng, J He, X He
Available at SSRN 3949463, 2023
Mandates: Research Grants Council, Hong Kong
Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach
Y Fan, G Feng, A Fulop, J Li
Available at SSRN 3517081, 2022
Mandates: Agence Nationale de la Recherche, Research Grants Council, Hong Kong
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
L Cui, G Feng, Y Hong
International Economic Review 65 (2), 851-883, 2024
Mandates: Research Grants Council, Hong Kong
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