Chicago Booth
Date | Presenter | Citation | Title |
---|---|---|---|
Sep 30 | Will Cassidy | Lopez-Lira (2020) | Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of returns |
Oct 7 | Fulin Li | Gathergood, Mahoney, Stewart & Weber (2019) | How Do Individuals Repay Their Debt? The Balance-Matching Heuristic |
Oct 14 | Rayhan Momin | Bianchi, Buchner, and Tamoni (2019) | Bond Risk Premia with Machine Learning |
Oct 21 | Carter Davis | Gu, Kelly & Xu (2019) | Autoencoder Asset Pricing Models |
Oct 28 | Aditya Chaudhry | Hou (2020) | Learning and Subjective Expectation Formation: A Recurrent Neural Network Approach |
Nov 4 | Sangmin S. Oh | Erel et al. (2020) | Selecting Directors Using Machine Learning |
Nov 11 | Xian Philip Xu | Chan and Zhong (2019) | Reading China: Predicting Policy Change with Machine Learning |
Nov 18 | Blair Vorsatz | Gupta & Van Nieuwerburgh (2020) | Valuing Private Equity Strip by Strip |