People

Peng, Weijia

  • Portrait
  • 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”

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