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Peng, Weijia

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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

Job Market Paper: “Forecasting Sector Level Equity Returns with Big Data Factors and Machine Learning Models”

References: Norman Swanson (Chair), Yuan Liao, Xiye Yang

CV | Research Statement | Teaching Statement | Website

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Department of Economics

New Jersey Hall, Room 202
75 Hamilton Street, (CAC)
New Brunswick, NJ
08901-1248

P  (848) 932-7363 (undergraduate)
P  (848) 932-7451 (graduate)
F  (732) 932-7416

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