1 citations · 1 across the 4 of their papers we have counts for
4 papers
Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
Jin Du, Alexander Walter, Maxim Ulrich
We test whether 168 short-horizon price-volume signals from the Alpha191 library, originally developed for China's retail-dominated A-share market, contain pricing information for…
Effects of Distance Metrics and Scaling on the Perturbation Discrimination Score
Qiyuan Liu, Qirui Zhang, Jinhong Du +2
The Perturbation Discrimination Score (PDS) is increasingly used to evaluate whether predicted perturbation effects remain distinguishable, including in Systema and the Virtual Cel…
Disentangled Feature Importance
Jin-Hong Du, Kathryn Roeder, Larry Wasserman
When predictors are statistically dependent, the appropriate definition of feature importance depends on the operational goal. Conditional-incremental measures are well-suited for…
Assumption-Lean Post-Integrated Inference with Surrogate Control Outcomes
Jin-Hong Du, Kathryn Roeder, Larry Wasserman
Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variations, such as batch effects and unmeasured covariates, ac…