mycourse:machine_learning_and_finance
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| mycourse:machine_learning_and_finance [2024/09/30 12:00] – [教学计划] kk | mycourse:machine_learning_and_finance [2025/03/27 08:42] (当前版本) – [主要参考文献] kk | ||
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| [51] Kim, Alex G. and Muhn, Maximilian and Nikolaev, Valeri V., Financial Statement Analysis with Large Language Models (May 20, 2024). Chicago Booth Research Paper Forthcoming, | [51] Kim, Alex G. and Muhn, Maximilian and Nikolaev, Valeri V., Financial Statement Analysis with Large Language Models (May 20, 2024). Chicago Booth Research Paper Forthcoming, | ||
| - | <del>[52] Murray S, Xia Y, Xiao H. Charting by machines[J]. Journal of Financial Economics, 2024, 153: 103791.</ | + | [52] Potluru V K, Borrajo D, Coletta A, et al. Synthetic Data Applications in Finance[J]. arXiv preprint arXiv: |
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| - | [53] Potluru V K, Borrajo D, Coletta A, et al. Synthetic Data Applications in Finance[J]. arXiv preprint arXiv: | + | |
| **Machine Learning and Financial Risk Management** | **Machine Learning and Financial Risk Management** | ||
| - | [54] Cohen, Samuel N. and Snow, Derek and Szpruch, Lukasz, Black-Box Model Risk in Finance (February 9, 2021). Available at SSRN: | + | [53] Cohen, Samuel N. and Snow, Derek and Szpruch, Lukasz, Black-Box Model Risk in Finance (February 9, 2021). Available at SSRN: |
| - | [55] Fuster A, Goldsmith‐Pinkham P, Ramadorai T, et al. Predictably unequal? The effects of machine learning on credit markets[J]. The Journal of Finance, 2022, 77(1): 5-47. | + | [54] Fuster A, Goldsmith‐Pinkham P, Ramadorai T, et al. Predictably unequal? The effects of machine learning on credit markets[J]. The Journal of Finance, 2022, 77(1): 5-47. |
| - | [56] Luong T M, Scheule H, Wanzare N. Impact of mortgage soft information in loan pricing on default prediction using machine learning[J]. International Review of Finance, 2023, 23(1): 158-186. | + | [55] Luong T M, Scheule H, Wanzare N. Impact of mortgage soft information in loan pricing on default prediction using machine learning[J]. International Review of Finance, 2023, 23(1): 158-186. |
| - | [57] Koelbl M, Laschinger R, Steininger B I, et al. Revealing the risk perception of investors using machine learning[J]. The European Journal of Finance, 2024: 1-27. | + | [56] Koelbl M, Laschinger R, Steininger B I, et al. Revealing the risk perception of investors using machine learning[J]. The European Journal of Finance, 2024: 1-27. |
| **Machine Learning and Corporate Finance** | **Machine Learning and Corporate Finance** | ||
| - | [58] Erel I, Stern L H, Tan C, et al. Selecting directors using machine learning[J]. The Review of Financial Studies, 2021, 34(7): 3226-3264. | + | [57] Erel I, Stern L H, Tan C, et al. Selecting directors using machine learning[J]. The Review of Financial Studies, 2021, 34(7): 3226-3264. |
| - | [59] Li K, Mai F, Shen R, et al. Measuring corporate culture using machine learning[J]. The Review of Financial Studies, 2021, 34(7): 3265-3315. | + | [58] Li K, Mai F, Shen R, et al. Measuring corporate culture using machine learning[J]. The Review of Financial Studies, 2021, 34(7): 3265-3315. |
| - | [60] Bubb R, Catan E M. The party structure of mutual funds[J]. The Review of Financial Studies, 2022, 35(6): 2839-2878. | + | [59] Bubb R, Catan E M. The party structure of mutual funds[J]. The Review of Financial Studies, 2022, 35(6): 2839-2878. |
| - | [61] Cao S, Jiang W, Yang B, et al. How to talk when a machine is listening: Corporate disclosure in the age of AI[J]. The Review of Financial Studies, 2023, 36(9): 3603-3642. | + | [60] Cao S, Jiang W, Yang B, et al. How to talk when a machine is listening: Corporate disclosure in the age of AI[J]. The Review of Financial Studies, 2023, 36(9): 3603-3642. |
| - | [62] Babina T, Fedyk A, He A, et al. Artificial intelligence, | + | [61] Babina T, Fedyk A, He A, et al. Artificial intelligence, |
| - | [63] Gofman M, Jin Z. Artificial intelligence, | + | [62] Gofman M, Jin Z. Artificial intelligence, |
| - | [64] Halskov K. Improving Merger Arbitrage Returns with Machine Learning[J]. Available at SSRN, 2024. | + | [63] Halskov K. Improving Merger Arbitrage Returns with Machine Learning[J]. Available at SSRN, 2024. |
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| **Machine Learning and Portfolio Management** | **Machine Learning and Portfolio Management** | ||
| - | [66] Duarte V, Fonseca J, Goodman A S, et al. Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle[R]. National Bureau of Economic Research, 2021. | + | [65] Duarte V, Fonseca J, Goodman A S, et al. Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle[R]. National Bureau of Economic Research, 2021. |
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| **Other Topics** | **Other Topics** | ||
| - | [69] Dai R, Donohue L, Drechsler Q, et al. Dissemination, | + | [68] Dai R, Donohue L, Drechsler Q, et al. Dissemination, |
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| - | [72] Rossi A G, Utkus S. The diversification and welfare effects of robo-advising[J]. Journal of Financial Economics, 2024, 157: 103869. | + | [71] Rossi A G, Utkus S. The diversification and welfare effects of robo-advising[J]. Journal of Financial Economics, 2024, 157: 103869. |
mycourse/machine_learning_and_finance.txt · 最后更改: 2025/03/27 08:42 由 kk