Job Market Paper: “Forecasting Sector Level Equity Returns with Big Data Factors and Machine Learning Models”
References: Norman Swanson (Chair), Yuan Liao, Xiye Yang
People
Peng, Weijia
- Position: Graduate Student 2014
- Specialty: Financial Econometrics, Macroeconometrics, Time Series Analysis and Forecasting, Empirical Asset Pricing, Machine Leaning in Finance
- Email: wpeng@econ.rutgers.edu