Research output per year
Research output per year
Personal profile
Author IDs
ORCID iD: 0000-0003-0370-8867
Scopus Author ID: 57193993776
Google Scholar Profile: g1LyS9MAAAAJ
Impact
Qualifications (Brief)
PhD - Econometrics and Statistics (The University of Chicago Booth School of Business)
MBA - Business Administration (The University of Chicago Booth School of Business)
MS - Statistics (The University of Chicago)
BS - Statistics (University of Science and Technology of China)
Biography
Dr. He is an assistant professor of business statistics at the City University of Hong Kong. He received Ph.D., M.B.A. and M.S. from The University of Chicago, and B.S. from University of Science and Technology of China. His research interests include Bayesian statistics, machine learning algorithm and quantitative finance.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related Links
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Collaborations from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
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Accelerated Bayesian Reciprocal LASSO
Paul, E., He, J. & Mallick, H., 2025, In: Communications in Statistics: Simulation and Computation. 54, 4, p. 1175–1191 17 p.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
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Beta-pricing Models with Traded and Nontraded Factors: A Unified Framework for Estimation and Comparison
Chib, S., Feng, G., He, J. & Zhang, Q., Jun 2025, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
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Growing the efficient frontier on panel trees
Cong, L. W., Feng, G., He, J. & He, X., May 2025, In: Journal of Financial Economics. 167, 104024.Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open AccessFile3 Citations (Scopus)21 Downloads (CityUHK Scholars) -
Currency Return Dynamics: What Is the Role of U.S. Macroeconomic Regimes?
Feng, G., He, J., Li, J., Sarno, L. & Zhang, Q., 12 Jul 2024, (Online published) Social Science Research Network (SSRN).Research output: Working Papers › Preprint
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Deep Learning in Characteristics-Sorted Factor Models
Feng, G., He, J., Polson, N. G. & Xu, J., Nov 2024, In: Journal of Financial and Quantitative Analysis. 59, 7, p. 3001-3036Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
9 Citations (Scopus)
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GRF: Are Asset Pricing Models Sparse?
HE, J. (Principal Investigator / Project Coordinator) & AVRAMOV, D. (Co-Investigator)
1/01/25 → …
Project: Research
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NSFC-YPC-HK: Illusion Of Stock Return Predictability: Find the Heterogeneity
HE, J. (Principal Investigator / Project Coordinator)
1/01/25 → …
Project: Research
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GRF: Regression Tree for Portfolio Optimization and Imbalanced Data
HE, J. (Principal Investigator / Project Coordinator), FENG, G. G. (Co-Investigator) & HE, X. (Co-Investigator)
1/01/23 → …
Project: Research
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NSFC: Financial Systemic Risk Measures based on Monte Carlo Simulation: Theory and Methods
LIU, G. (Principal Investigator / Project Coordinator), CHEN, Z. (Co-Investigator), HE, J. (Co-Investigator), HONG, L. (Co-Investigator), HOU, Y. (Co-Investigator), Huang, W. (Co-Investigator) & Jiang, R. (Co-Investigator)
1/01/22 → …
Project: Research
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ResCtrs: Fintech and Business Analytics Centre (FBAC)
LI, Y. D. (Principal Investigator / Project Coordinator), CHEN, Y. F. (Co-Investigator), FENG, G. G. (Co-Investigator), HAO, G. (Co-Investigator), HE, J. (Co-Investigator), LEUNG, C. M. A. (Co-Investigator), LI, X. (Co-Investigator), LIU, J. (Co-Investigator), LIU, G. (Co-Investigator), QI, Y. (Co-Investigator), TSO, K. F. G. (Co-Investigator), WONG, C. S. M. (Co-Investigator), YAN, H. (Co-Investigator), ZHAO, H. (Co-Investigator) & ZUO, Z. (Co-Investigator)
15/06/12 → …
Project: Research
Prizes
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IQAM 3rd Research Prize
FENG, G. G. (Recipient) & HE, J. (Recipient), 2024
Prize: RGC 64B - Prizes and awards
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Best paper award - 2024 China Fintech Research Conference
FENG, G. G. (Recipient) & HE, J. (Recipient), Apr 2024
Prize: RGC 64B - Prizes and awards
Press/Media
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Thirty-two outstanding scientists at CityUHK recognised by national funding; Scholar from the Department of Biomedical Engineering receives highest honour for young scientists
XU, C., FU, B., HOU, C., WANG, W., CHU, J.-E., QIN, Y., HOU, J., DONG, M., MA, J., ZHANG, Z., ZHANG, G., JIAO, D., YIN, X., CHEN, L., WU, Y., WU, G., SU, W., XU, J., HE, J., LI, N., ZHU, F., ZHAO, L., DUAN, P., XU, Y. J., LIU, C., LIU, M., CUI, L., KWOK, C. K., TSANG, S. W., ZHANG, Q., WANG, X. S. & WU, W.
25/09/24
1 item of Media coverage
Press/Media: Press / Media
Supervised Students
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Miss Yirou WANG, 王以柔
- Department of Decision Analytics and Operations - P/T Research Assistant
Person: P/T Research Assistant, Doctor of Philosophy (Student)
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Mr. Yuanzhi WANG, 王元直
- Department of Decision Analytics and Operations - P/T Senior Research Assistant
Person: Doctor of Philosophy (Student), P/T Senior Research Assistant
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Mr. Qianshu ZHANG, 張芊澍
Person: Doctor of Philosophy (Student)