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Machine-learning-based return predictors and the spanning controversy in macro-finance
Huang, Jing-Zhi; Shi, Zhan - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1780-1804
Persistent link: https://www.econbiz.de/10014305166
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Predicting cryptocurrency volatility : the power of model clustering
Qiu, Yue; Qu, Shaoguang; Shi, Zhentao; Xie, Tian - In: Economic modelling 144 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015195169
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Extracting narrative data via large language models for loan default prediction : when talk isn’t cheap
Xia, Yufei; Shi, Zhengxu; Du, Xiaoying; Zheng, Qiong - In: Applied economics letters 32 (2025) 4, pp. 481-486
Persistent link: https://www.econbiz.de/10015327353
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ℓ2-relaxation : with applications to forecast combination and portfolio analysis
Shi, Zhentao; Su, Liangjun; Xie, Tian - In: The review of economics and statistics 107 (2025) 2, pp. 523-538
Persistent link: https://www.econbiz.de/10015395356
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On LASSO for predictive regression
Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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On LASSO for high dimensional predictive regression
Mei, Ziwei; Shi, Zhentao - In: Journal of econometrics 242 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015075221
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Unfolding Beijing in a hedonic way
Lin, Wei; Shi, Zhentao; Wang, Yishu; Yan, Ting Hin - In: Computational economics 61 (2023) 1, pp. 317-340
Persistent link: https://www.econbiz.de/10014228430