2 papers
econ.EM2026
Selecting and Testing Asset Pricing Models: A Stepwise Approach
Guanhao Feng, Wei Lan, Hansheng Wang +1
The asset pricing literature emphasizes factor models that minimize pricing errors but overlooks unselected candidate factors that could enhance the performance of test assets. Thi…
stat.ME2024
Supervised centrality via sparse network influence regression: an application to the 2021 Henan floods' social network
Yingying Ma, Wei Lan, Chenlei Leng +2
The social characteristics of players in a social network are closely associated with their network positions and relational importance. Identifying those influential players in a…