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Learning Latent Factors from Diversified Projections and its
  Applications to Over-Estimated and Weak Factors
v1v2v3 (latest)

Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors

4 August 2019
Jianqing Fan
Yuan Liao
ArXiv (abs)PDFHTML

Papers citing "Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors"

2 / 2 papers shown
Title
Are Latent Factor Regression and Sparse Regression Adequate?
Are Latent Factor Regression and Sparse Regression Adequate?
Jianqing Fan
Zhipeng Lou
Mengxin Yu
CML
81
24
0
02 Mar 2022
Recent Developments on Factor Models and its Applications in Econometric
  Learning
Recent Developments on Factor Models and its Applications in Econometric Learning
Jianqing Fan
Kunpeng Li
Yuan Liao
80
16
0
21 Sep 2020
1