no code implementations • 11 Apr 2024 • Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
We propose a new non-linear single-factor asset pricing model $r_{it}=h(f_{t}\lambda_{i})+\epsilon_{it}$.
no code implementations • 6 Mar 2022 • Denis Chetverikov, Yukun Liu, Aleh Tsyvinski
In this paper, we introduce the weighted-average quantile regression framework, $\int_0^1 q_{Y|X}(u)\psi(u)du = X'\beta$, where $Y$ is a dependent variable, $X$ is a vector of covariates, $q_{Y|X}$ is the quantile function of the conditional distribution of $Y$ given $X$, $\psi$ is a weighting function, and $\beta$ is a vector of parameters.
no code implementations • 12 Apr 2021 • Yukun Liu, Ta Li, Pengyuan Zhang, Yonghong Yan
Recently neural architecture search(NAS) has been successfully used in image classification, natural language processing, and automatic speech recognition(ASR) tasks for finding the state-of-the-art(SOTA) architectures than those human-designed architectures.
Automatic Speech Recognition Automatic Speech Recognition (ASR) +3