1. Guanhao Feng, Jingyu He and Nicholas G. Polson (2018). Deep Learning for Predicting Asset Returns.
  2. Guanhao Feng and Jingyu He (2018). Factor Investing: Hierarchical Ensemble Learning.


  1. Jingyu He, Saar Yalov and P. Richrad Hahn (2019). XBART: Accelerated Bayesian Additive Regression Trees. The 22nd International Conference on Artificial Intelligence and Statistics (AISTATS).
  2. P. Richrad Hahn, Jingyu He and Hedibert Lopes (2018). Efficient sampling for Gaussian linear regression with arbitrary priors. Journal of Computational and Graphical Statistics. R package : bayeslm, Demo Script.
  3. P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz (2018). Regularization and confounding in linear regression for treatment effect estimation. Bayesian Analysis 13 (1), 163-182.
  4. P. Richrad Hahn, Jingyu He and Hedibert Lopes (2018). Bayesian factor model shrinkage for linear IV regression with many instruments. Journal of Business and Economic Statistics 36 (2), 278-287.



  • Address

    The University of Chicago
    Booth School of Business
    5807 S Woodlawn Ave
    Chicago, IL 60637, USA
  • Email