Jiaqi Chen

Personal Details

First Name:	Jiaqi
Middle Name:
Last Name:	Chen
Suffix:
RePEc Short-ID:	pch1292
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Affiliation

Financial Industry Studies Department
Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://dallasfed.org/banking/fis/index.cfm
RePEc:edi:ffrbdus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jiaqi Chen & Michael Tindall & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.

   Cited by:

   1. Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
   2. Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu, 2019. "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019," Papers 1911.13288, arXiv.org.

2. Jiaqi Chen & Michael Tindall, 2013. "The structure of a machine-built forecasting system," Occasional Papers 13-1, Federal Reserve Bank of Dallas.

   Cited by:

   1. Jiaqi Chen & Michael Tindall, 2016. "The Chen-Tindall system and the lasso operator: improving automatic model performance," Occasional Papers 16-1, Federal Reserve Bank of Dallas.

3. Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.

   Cited by:

   1. Boamah, Nicholas Addai, 2022. "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 52-60.
   2. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
   3. François-Éric Racicot & Raymond Théoret, 2016. "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 526-539, December.

4. Jiaqi Chen & Michael Tindall, 2012. "Risk measurement illiquidity distortions," Occasional Papers 12-2, Federal Reserve Bank of Dallas.

   Cited by:

   1. Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021. "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 289-318.

Articles

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More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (3) 2013-05-19 2014-01-10 2018-02-05
2. NEP-ECM: Econometrics (2) 2013-05-19 2014-01-10
3. NEP-FMK: Financial Markets (2) 2012-10-20 2014-01-10
4. NEP-FOR: Forecasting (2) 2013-05-19 2014-01-10
5. NEP-RMG: Risk Management (2) 2012-10-20 2018-02-05
6. NEP-BIG: Big Data (1) 2018-02-05
7. NEP-ENE: Energy Economics (1) 2018-02-05

Corrections

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