Runzhe Wan

Wan, R., Li, Y., Lu, W., & Song, R. (2024). Mining the factor zoo: Estimation of latent factor models with sufficient proxies. JOURNAL OF ECONOMETRICS, 239(2). https://doi.org/10.1016/j.jeconom.2022.08.013

Shi, C., Wan, R., Song, G., Luo, S., Zhu, H., & Song, R. (2023). A MULTIAGENT REINFORCEMENT LEARNING FRAMEWORK FOR OFF-POLICY EVALUATION IN TWO-SIDED MARKETS. ANNALS OF APPLIED STATISTICS, 17(4), 2701–2722. https://doi.org/10.1214/22-AOAS1700

Wan, R., Zhang, X., & Song, R. (2021). Multi-Objective Model-based Reinforcement Learning for Infectious Disease Control. KDD '21: PROCEEDINGS OF THE 27TH ACM SIGKDD CONFERENCE ON KNOWLEDGE DISCOVERY & DATA MINING, pp. 1634–1644. https://doi.org/10.1145/3447548.3467303