Chicago Booth ML in Finance

Chicago Booth

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Spring 2021

Date Presenter Citation Title
Apr 5 Rayhan Momin Gulen, Jens, and Page (2020) An Application of Causal Forest in Corporate Finance: How Does Financing Affect Investment?
Apr 19 Fulin Li Allena (2020 JMP) Confident Risk Premia: Economics and Econometrics of Machine Learning Uncertainties
May 3 Aditya Chaudhry Kelly, Malamud & Pedersen (2020) Principal Portfolios
May 17 Sangmin S. Oh Rossi and Utkus (2020) Who Benefits from Robo-Advising? Evidence from Machine Learning
May 31 Carter Davis Kozak (2019) Kernel Trick for the Cross-Section