Dr. He is an assistant professor of business statistics at the City University of Hong Kong. He received Ph.D., M.B.A. and M.S. from The University of Chicago, and B.S. from University of Science and Technology of China. His research interests include Bayesian statistics, machine learning algorithm and quantitative finance.
|Journal Publications and Reviews
- Feng, Guanhao; He, Jingyu / Factor investing: A Bayesian hierarchical approach. September 2022; In: Journal of Econometrics. Vol. 230, No. 1, pp. 183-200
- He, Jingyu; Hahn, P. Richard / Stochastic tree ensembles for regularized nonlinear regression. June 2021; In: Journal of the American Statistical Association.
- Hahn, P. Richard; He, Jingyu; Lopes, Hedibert F. / Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors. 2019; In: Journal of Computational and Graphical Statistics. Vol. 28, No. 1, pp. 142-154
- Hahn, P. Richard; He, Jingyu; Lopes, Hedibert / Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments. April 2018; In: Journal of Business and Economic Statistics. Vol. 36, No. 2, pp. 278-287
- Hahn, P. Richard; Carvalho, Carlos M.; Puelz, David; He, Jingyu / Regularization and Confounding in Linear Regression for Treatment Effect Estimation. 2018; In: Bayesian Analysis. Vol. 13, No. 1, pp. 163-182