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