Deep learning in characteristics-sorted factor models G Feng, J He, NG Polson, J Xu Journal of Financial and Quantitative Analysis, 1-36, 2018 | 132* | 2018 |
Regularization and confounding in linear regression for treatment effect estimation PR Hahn, CM Carvalho, D Puelz, J He Bayesian Analysis 13 (1), 163-182, 2018 | 122 | 2018 |
Deep learning for predicting asset returns G Feng, J He, NG Polson arXiv preprint arXiv:1804.09314, 2018 | 117 | 2018 |
XBART: Accelerated bayesian additive regression trees J He, S Yalov, PR Hahn The 22nd International Conference on Artificial Intelligence and Statistics, 2019 | 78 | 2019 |
Efficient sampling for Gaussian linear regression with arbitrary priors PR Hahn, J He, H Lopes Journal of Computational and Graphical Statistics, 2018 | 48* | 2018 |
Stochastic tree ensembles for regularized nonlinear regression J He, PR Hahn Journal of the American Statistical Association 118 (541), 551-570, 2023 | 38* | 2023 |
Growing the Efficient Frontier on Panel Trees LW Cong, G Feng, J He, X He | 35* | 2023 |
Factor investing: A Bayesian hierarchical approach G Feng, J He Journal of Econometrics 230 (1), 183-200, 2022 | 26* | 2022 |
Bayesian factor model shrinkage for linear IV regression with many instruments PR Hahn, J He, H Lopes Journal of Business & Economic Statistics 36 (2), 278-287, 2018 | 23 | 2018 |
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing LW Cong, G Feng, J He, J Li National Bureau of Economic Research, 2023 | 17* | 2023 |
Stochastic tree ensembles for estimating heterogeneous effects N Krantsevich, J He, PR Hahn International Conference on Artificial Intelligence and Statistics, 6120-6131, 2023 | 15 | 2023 |
Data Augementation with Polya Inverse Gamma J He, NG Polson, J Xu arXiv preprint arXiv:1905.12141, 2019 | 9* | 2019 |
Local Gaussian process extrapolation for BART models with applications to causal inference M Wang, J He, PR Hahn https://arxiv.org/abs/2204.10963, 2022 | 8 | 2022 |
Mosaics of Predictability LW Cong, G Feng, J He, Y Wang Available at SSRN 4853767, 2024 | | 2024 |
Accelerated Bayesian Reciprocal LASSO E Paul, J He, H Mallick Communications in Statistics-Simulation and Computation, 1-17, 2023 | | 2023 |
XBART: A Scalable Stochastic Algorithm for Supervised Machine Learning with Additive Tree Ensembles J He The University of Chicago, 2020 | | 2020 |