I am an assistant professor in business statistics at City University of Hong Kong, College of Business.

My research focuses on machine learning algorithms, particularly tree ensembles, Bayesian statistics and empirical asset pricing. I have developed R package XBART for accelerated Bayesian additive regression trees, which provides fast computation and state-of-the-art prediction accuracy.

Stochastic tree ensembles for regularized nonlinear regression.

Curriculum Vitae.pdf

E-mail: jingyuhe@cityu.edu.hk