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Jiaqi Chen

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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)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jiaqi Chen & Michael Tindall, 2016. "Dynamic Methods for Analyzing Hedge-Fund Performance: A Note Using Texas Energy-Related Funds," Occasional Papers 16-2, Federal Reserve Bank of Dallas.
  2. 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 & Wenbo Wu, 2016. "Hedge Fund Return Prediction and Fund Selection: A Machine-Learning Approach," Occasional Papers 16-4, Federal Reserve Bank of Dallas.
  4. Jiaqi Chen & Michael Tindall, 2014. "Constructing Zero-Beta VIX Portfolios with Dynamic CAPM," Occasional Papers 14-1, Federal Reserve Bank of Dallas.
  5. Jiaqi Chen & Michael Tindall, 2013. "The structure of a machine-built forecasting system," Occasional Papers 13-1, Federal Reserve Bank of Dallas.
  6. Jiaqi Chen & Michael Tindall, 2013. "Understanding hedge fund alpha using improved replication methodologies," Occasional Papers 13-2, Federal Reserve Bank of Dallas.
  7. Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.
  8. Jiaqi Chen & Michael Tindall, 2012. "Risk measurement illiquidity distortions," Occasional Papers 12-2, Federal Reserve Bank of Dallas.

Articles

  1. Jiaqi Chen & Michael Tindall, 2013. "Volatility-selling strategies carry potential systemic cost," Economic Letter, Federal Reserve Bank of Dallas, vol. 8(12), December.
  2. Jiaqi Chen & Jeffery W. Gunther, 2011. "Financiers of the world, disunite," Economic Letter, Federal Reserve Bank of Dallas, vol. 6(13), November.

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

    Sorry, no citations of articles recorded.

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

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