44 citations · 63 across the 14 of their papers we have counts for
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q-fin.ST2026
Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting
Junyi Ye, Gargi Vijay Borde
Financial volatility is regime dependent, yet incorporating regime information into neural networks can also destabilize training. This paper asks where such information should ent…
q-fin.ST2024★ 7 cited
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
Junyi Ye, Bhaskar Goswami, Jingyi Gu +2
This paper comprehensively reviews the application of machine learning (ML) and AI in finance, specifically in the context of asset pricing. It starts by summarizing the traditiona…