Weige Huang

Weige Huang (weige_huang@zuel.edu.cn) is an assistant professor of economics and finance at the Wenlan School of Business at Zhongnan University of Economics and Law in China. He earned his PhD in economics from Temple University in the US in 2019. His research interests include finance, machine learning and microeconometrics. His work has appeared in the Oxford Bulletin of Economics and Statistics, the Economics Bulletin and the Journal of Investment Strategies, among others. He serves as a referee for the Journal of Applied Econometrics.

Articles by Weige Huang

Original research

Sign prediction and sign regression

This paper proposes an approach whereby the loss function regularizes the errors in prediction in different ways.

24 Mar 2021