Online Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Svetlana Bryzgalova,Jiantao Huang,Christian Julliard

Online Appendix for Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

2019

Svetlana Bryzgalova
Jiantao Huang
Christian Julliard

The Online Appendix presents additional derivations, simulations, and empirical findings that support and extend the results in the main text of the paper.

Keywords:

Ran
Factor analysis
P-hacking
Machine learning
factor
Bayesian probability
Multiple comparisons problem
Economics
Artificial intelligence

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