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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

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