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Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors
4 August 2019
Jianqing Fan
Yuan Liao
Re-assign community
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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?
Jianqing Fan
Zhipeng Lou
Mengxin Yu
CML
81
24
0
02 Mar 2022
Recent Developments on Factor Models and its Applications in Econometric Learning
Jianqing Fan
Kunpeng Li
Yuan Liao
80
16
0
21 Sep 2020
1