Chicago Booth ML in Finance

Chicago Booth

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Fall 2020

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