mycourse:machine_learning_and_finance_presentation
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| mycourse:machine_learning_and_finance_presentation [2026/09/28 09:51] – 创建 kk | mycourse:machine_learning_and_finance_presentation [2026/09/28 13:56] (当前版本) – [2026] kk | ||
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| ====== 金融机器学习课堂展示安排 ====== | ====== 金融机器学习课堂展示安排 ====== | ||
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| - | ===== 2026 ===== | ||
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| - | | 序号 | 姓名 | 学号 | 文献编号及标题 | 展示时间 | | ||
| - | | 1 | 孙伟杰 | 202511040039 | [16] Ke, Kelly & Xiu (2019)《Predicting Returns with Text Data》(SESTM, | ||
| - | | 2 | 朱银平 | 202511040042 | [17] Ke, Kelly & Xiu (2026)《Enhancing Investment Decisions with Sentiment Analysis: A Probabilistic Ranking Framework》(JASA) | 第 06 次课 | | ||
| - | | 3 | 郭士钰 | 202511040027 | [6] Bybee, Kelly, Manela & Xiu (2024)《Business News and Business Cycles》(JF 79(5)) | 第 06 次课 | | ||
| - | | 4 | 陈艳 | 202511040011 | [23] Obaid & Pukthuanthong (2022)《A Picture Is Worth a Thousand Words：图像情感与股票收益》(JFE 144(1)) | 第 06 次课 | | ||
| - | | 5 | 刘立坤 | 202511040016 | [1] Amel-Zadeh, Calliess, Kaiser & Roberts (2020)《Machine Learning-Based Financial Statement Analysis》(SSRN 3520684) | 第 06 次课 | | ||
| - | | 6 | 杨心怡 | 202511040008 | [8] Chen, Kelly & Xiu (2022)《Expected Returns and Large Language Models》(SSRN 4416687) | 第 06 次课 | | ||
| - | | 7 | 龙玉嫣 | 202511040051 | [19] Kim, Muhn & Nikolaev (2024)《Financial Statement Analysis with Large Language Models》(SSRN 4835311) | 第 06 次课 | | ||
| - | | 8 | 陈汇宇 | 202511040014 | [21] Lopez-Lira & Tang (2023)《Can ChatGPT Forecast Stock Price Movements? | ||
| - | | 9 | 马菲阳 | 202511040024 | [12] Gu, Kelly & Xiu (2020)《Empirical Asset Pricing via Machine Learning》(RFS 33(5)) | 第 07 次课 | | ||
| - | | 10 | 金亲芙 | 202511040019 | [20] Leippold, Wang & Zhou (2022)《Machine Learning in the Chinese Stock Market》(JFE 145(2)) | 第 07 次课 | | ||
| - | | 11 | 陈泽俊 | 202511040046 | [18] Kelly, Pruitt & Su (2019)《Characteristics Are Covariances: | ||
| - | | 12 | 王智超 | 202511040022 | [13] Gu, Kelly & Xiu (2021)《Autoencoder Asset Pricing Models》(JoE 222(1B)) | 第 07 次课 | | ||
| - | | 13 | 朱嘉昊 | 202511040043 | [7] Chen, Pelger & Zhu (2024)《Deep Learning in Asset Pricing》(Management Science) | 第 07 次课 | | ||
| - | | 14 | 蒋恩鑫 | 202511040020 | [15] Jiang, Kelly & Xiu (2023)《(Re-)Imag(in)ing Price Trends》(JF 78(6)) | 第 07 次课 | | ||
| - | | 15 | 王名宪 | 202511040035 | [22] Murray, Xia & Xiao (2024)《Charting by Machines》(JFE 153) | 第 07 次课 | | ||
| - | | 16 | 胡鹏 | 202511040009 | [9] Chernozhukov et al. (2018)《Double/ | ||
| - | | 17 | 张子言 | 202511040047 | [14] Hansen & Siggaard (2024)《Double Machine Learning: Explaining the Post-Earnings Announcement Drift》(JFQA 59(3)) | 第 08 次课 | | ||
| - | | 18 | 胡梦婷 | 202511040010 | [2] Athey & Imbens (2016)《Recursive Partitioning for Heterogeneous Causal Effects》(PNAS 113(27)) | 第 08 次课 | | ||
| - | | 19 | 罗丽媛 | 202511040037 | [10] Fuster, Goldsmith-Pinkham, | ||
| + | | 序号 | 姓名 | 文献编号及标题 | 展示时间 | | ||
| + | | 1 | 孙伟杰 | [16] Ke, Kelly & Xiu (2019)《Predicting Returns with Text Data》(SESTM, | ||
| + | | 2 | 朱银平 | [17] Ke, Kelly & Xiu (2026)《Enhancing Investment Decisions with Sentiment Analysis: A Probabilistic Ranking Framework》(JASA) | 第 06 次课 | | ||
| + | | 3 | 郭士钰 | [6] Bybee, Kelly, Manela & Xiu (2024)《Business News and Business Cycles》(JF 79(5)) | 第 06 次课 | | ||
| + | | 4 | 陈艳 | [23] Obaid & Pukthuanthong (2022)《A Picture Is Worth a Thousand Words：图像情感与股票收益》(JFE 144(1)) | 第 06 次课 | | ||
| + | | 5 | 刘立坤 | [1] Amel-Zadeh, Calliess, Kaiser & Roberts (2020)《Machine Learning-Based Financial Statement Analysis》(SSRN 3520684) | 第 06 次课 | | ||
| + | | 6 | 杨心怡 | [8] Chen, Kelly & Xiu (2022)《Expected Returns and Large Language Models》(SSRN 4416687) | 第 06 次课 | | ||
| + | | 7 | 龙玉嫣 | [19] Kim, Muhn & Nikolaev (2024)《Financial Statement Analysis with Large Language Models》(SSRN 4835311) | 第 06 次课 | | ||
| + | | 8 | 陈汇宇 | [21] Lopez-Lira & Tang (2023)《Can ChatGPT Forecast Stock Price Movements? | ||
| + | | 9 | 马菲阳 | [12] Gu, Kelly & Xiu (2020)《Empirical Asset Pricing via Machine Learning》(RFS 33(5)) | 第 07 次课 | | ||
| + | | 10 | 金亲芙 | [20] Leippold, Wang & Zhou (2022)《Machine Learning in the Chinese Stock Market》(JFE 145(2)) | 第 07 次课 | | ||
| + | | 11 | 陈泽俊 | [18] Kelly, Pruitt & Su (2019)《Characteristics Are Covariances: | ||
| + | | 12 | 王智超 | [13] Gu, Kelly & Xiu (2021)《Autoencoder Asset Pricing Models》(JoE 222(1B)) | 第 07 次课 | | ||
| + | | 13 | 朱嘉昊 | [7] Chen, Pelger & Zhu (2024)《Deep Learning in Asset Pricing》(Management Science) | 第 07 次课 | | ||
| + | | 14 | 蒋恩鑫 | [15] Jiang, Kelly & Xiu (2023)《(Re-)Imag(in)ing Price Trends》(JF 78(6)) | 第 07 次课 | | ||
| + | | 15 | 王名宪 | [22] Murray, Xia & Xiao (2024)《Charting by Machines》(JFE 153) | 第 07 次课 | | ||
| + | | 16 | 胡鹏 | [9] Chernozhukov et al. (2018)《Double/ | ||
| + | | 17 | 张子言 | [14] Hansen & Siggaard (2024)《Double Machine Learning: Explaining the Post-Earnings Announcement Drift》(JFQA 59(3)) | 第 08 次课 | | ||
| + | | 18 | 胡梦婷 | [2] Athey & Imbens (2016)《Recursive Partitioning for Heterogeneous Causal Effects》(PNAS 113(27)) | 第 08 次课 | | ||
| + | | 19 | 罗丽媛 | [10] Fuster, Goldsmith-Pinkham, | ||
mycourse/machine_learning_and_finance_presentation.1790560274.txt.gz · 最后更改: 2026/09/28 09:51 由 kk