1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.PM2026
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Yan Liu, Ye Luo, Zigan Wang +1
Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We p…
stat.ML2025
Locally Adaptive Conformal Inference for Operator Models
Trevor Harris, Yan Liu
Operator models are regression algorithms between Banach spaces of functions. They have become an increasingly critical tool for spatiotemporal forecasting and physics emulation, e…
stat.ME2020★ 1 cited
False (and Missed) Discoveries in Financial Economics
Campbell R. Harvey, Yan Liu
Multiple testing plagues many important questions in finance such as fund and factor selection. We propose a new way to calibrate both Type I and Type II errors. Next, using a doub…