120 citations · 169 across the 10 of their papers we have counts for
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stat.ME2018★ 120 cited
Deep Learning in Characteristics-Sorted Factor Models
Guanhao Feng, Jingyu He, Nicholas G. Polson +1
This paper presents an augmented deep factor model that generates latent factors for cross-sectional asset pricing. The conventional security sorting on firm characteristics for co…
stat.ME2018★ 36 cited
Weighted Bayesian Bootstrap for Scalable Bayes
Michael Newton, Nicholas G. Polson, Jianeng Xu
We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distributi…