Hongwei Zhang

Tilburg University - TIAS School for Business and Society

Warandelaan 2

TIAS Building

Tilburg, Noord Brabant 5037 AB

Netherlands

Central University of Finance and Economics (CUFE)

39 South College Road

Haidian District

Beijing, 100081

China

SCHOLARLY PAPERS

3

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SSRN CITATIONS

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1

Scholarly Papers (3)

1.

Equity Premium Prediction with Bagged Machine Learning

AFA 2020, AsianFA 2019, AMES 2019, FMND 2019
Number of pages: 56 Posted: 08 Jan 2019 Last Revised: 05 Dec 2020
Ben Jacobsen, Fuwei Jiang and Hongwei Zhang
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE) and Tilburg University - TIAS School for Business and Society
Downloads 639 (51,814)
Citation 2

Abstract:

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Equity premium, Out-of-sample prediction, Instability, Machine learning, Weighted bagging

2.

Forecasting Stock Returns with Model Uncertainty and Parameter Instability

Journal of Applied Econometrics, Forthcoming
Number of pages: 35 Posted: 21 Sep 2017 Last Revised: 08 Dec 2019
Hongwei Zhang, Qiang He, Ben Jacobsen and Fuwei Jiang
Tilburg University - TIAS School for Business and Society, Central University of Finance and Economics (CUFE), Tilburg University - TIAS School for Business and Society and Central University of Finance and Economics (CUFE)
Downloads 290 (131,315)
Citation 1

Abstract:

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Market Efficiency, Asset Pricing, Equity Premia Predictability, Forecast Combination, Model Uncertainty, Parameter Instability, WALS

3.

Boosting Portfolio Choice in the Big Data Era

AFA 2021 Annual Meeting, Forthcoming
Number of pages: 48 Posted: 17 Dec 2019 Last Revised: 04 Sep 2020
Hongwei Zhang, Ben Jacobsen and Fuwei Jiang
Tilburg University - TIAS School for Business and Society, Tilburg University - TIAS School for Business and Society and Central University of Finance and Economics (CUFE)
Downloads 225 (169,036)

Abstract:

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Portfolio Selection, Machine Learning, Boosting