====== 金融机器学习课堂展示安排 ====== | 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, NBER WP 26186) | 第 06 次课 | | 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?》(arXiv:2304.07619) | 第 06 次课 | | 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: A Unified Model of Risk and Return》(JFE 134(3)) | 第 07 次课 | | 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/Debiased Machine Learning for Treatment and Structural Parameters》(EJ 21(1)) | 第 08 次课 | | 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, Ramadorai & Walther (2022)《Predictably Unequal? ML 与信贷市场》(JF 77(1)) | 第 08 次课 |