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Liao Zhu
Liao Zhu
Department of Statistics and Data Science, Cornell University
Verified email at cornell.edu
Title
Cited by
Cited by
Year
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
L Zhu, S Basu, RA Jarrow, MT Wells
The Quarterly Journal of Finance 10 (04), 2050017, 2020
322020
News-Based Sparse Machine Learning Models for Adaptive Asset Pricing
L Zhu, H Wu, MT Wells
Data Science in Science 2 (1), 2187895, 2023
21*2023
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
L Zhu, RA Jarrow, MT Wells
The Quarterly Journal of Finance 11 (04), 2150019, 2021
192021
The Low-volatility Anomaly and the Adaptive Multi-Factor Model
RA Jarrow, R Murataj, MT Wells, L Zhu
International Journal of Theoretical and Applied Finance 26 (04n05), 2350020, 2023
172023
Unfolding community homophily in US metropolitans via human mobility
X Huang, Y Zhao, S Wang, X Li, D Yang, Y Feng, Y Xu, L Zhu, B Chen
Cities 129, 103929, 2022
162022
Spatial, temporal, and social dynamics in visitation to US national parks: A big data approach
J Lu, X Huang, JA Kupfer, X Xiao, Z Li, H Wei, S Wang, L Zhu
Tourism Management Perspectives 48, 101143, 2023
152023
FrequentNet: A Novel Interpretable Deep Learning Model for Image Classification
Y Li, K Song, Y Sun, L Zhu
arXiv preprint arXiv:2001.01034, 2021
152021
Clustering Structure of Microstructure Measures
L Zhu, N Sun, MT Wells
Applied Economics and Finance 9 (1), 85 - 95, 2022
132022
A data-driven investigation on park visitation and income mixing of visitors in New York City
H Wei, X Huang, S Wang, J Lu, Z Li, L Zhu
Environment and Planning B: Urban Analytics and City Science 50 (3), 796-813, 2023
112023
The Adaptive Multi-Factor Model and the Financial Market
L Zhu
eCommons, 2020
82020
New design and consideration of the uniform magnetic field
L Zhu
College Physics 33 (4), 49 - 52, 2014
2014
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Articles 1–11