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.
Publications
| Journal Publications and Reviews |
- He, Jingyu; Hahn, P. Richard / Stochastic tree ensembles for regularized nonlinear regression. March 2023; In: Journal of the American Statistical Association. Vol. 118, No. 541, pp. 551–570
- Feng, Guanhao; He, Jingyu / Factor investing: A Bayesian hierarchical approach. September 2022; In: Journal of Econometrics. Vol. 230, No. 1, pp. 183-200
- 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
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| Working Papers |
- Cong, Lin William; Feng, Guanhao; He, Jingyu; Li, Junye / Uncommon Factors for Bayesian Asset Clusters. September 2022;
- Feng, Guanhao; He, Jingyu; Polson, Nick; Xu, Jianeng / Deep Learning in Characteristics-Sorted Factor Models. 2022;
- Cong, Lin William; Feng, Guanhao; He, Jingyu; He, Xin / Asset Pricing with Panel Tree Under Global Split Criteria. October 2021;
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| Chapters, Conference Papers, Creative and Literary Works |
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