Binary Response Forecasting under a Factor-Augmented Framework Tingting Cheng, Jiachen Cong, Fei Liu and Xuanbin Yang (alphabetical order), 2025. Under Review at Journal of Applied Econometrics.
Accelerating Conformal Prediction via Approximate Leave-One-Out Jiachen Cong and Jingbo Liu, 2025. Presented at ISIT 2026 workshop.