Week
Presenter
Paper
Week5
朱峰
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朱萧扬
 [27] Brogaard J, Zareei A. Machine learning and the stock market[J]. Journal of Financial and Quantitative Analysis, 2023, 58(4): 1431-1472.
单娅欣
 [35] Van Binsbergen J H, Han X, Lopez-Lira A. Man versus machine learning: The term structure of earnings expectations and conditional biases[J]. The Review of financial studies, 2023, 36(6): 2361-2396.
宋草
 [40] Dessaint O, Foucault T, Frésard L. Does alternative data improve financial forecasting? the horizon effect[J]. The Journal of Finance, 2024, 79(3): 2237-2287.
卢莉莉
 [50] Cao S, Jiang W, Wang J, et al. From man vs. machine to man+ machine: The art and AI of stock analyses[J]. Journal of Financial Economics, 2024, 160: 103910.
单浩然
 [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.
张诗晨
 [62] Babina T, Fedyk A, He A, et al. Artificial intelligence, firm growth, and product innovation[J]. Journal of Financial Economics, 2024, 151: 103745.
陈悦
 [63] Gofman M, Jin Z. Artificial intelligence, education, and entrepreneurship[J]. The Journal of Finance, 2024, 79(1): 631-667.
Week
Presenter
Paper
Week6
苑书阁
 [12] Gu S, Kelly B, Xiu D. Empirical asset pricing via machine learning[J]. The Review of Financial Studies, 2020, 33(5): 2223-2273.
况丽倩
 [16] Bianchi D, Büchner M, Tamoni A. Bond risk premiums with machine learning[J]. The Review of Financial Studies, 2021, 34(2): 1046-1089.
孟凡威
 [17] Giglio S, Liao Y, Xiu D. Thousands of alpha tests[J]. The Review of Financial Studies, 2021, 34(7): 3456-3496.
李霖瑶
 [22] Dong X, Li Y, Rapach D E, et al. Anomalies and the expected market return[J]. The Journal of Finance, 2022, 77(1): 639-681.
黄佳龙
 [24] Leippold M, Wang Q, Zhou W. Machine learning in the Chinese stock market[J]. Journal of Financial Economics, 2022, 145(2): 64-82.
TOLEUSHOV AMAN
 [30] Drobetz W, Hollstein F, Otto T, et al. Estimating stock market betas via machine learning[J]. Journal of Financial and Quantitative Analysis, 2023: 1-56.
郑子晨
 [34] Lopez-Lira A, Tang Y. Can chatgpt forecast stock price movements? return predictability and large language models[J]. arXiv preprint arXiv:2304.07619, 2023.
雷娟
 [44] Wolff D, Echterling F. Stock picking with machine learning[J]. Journal of Forecasting, 2024, 43(1): 81-102.
Week
Presenter
Paper
Week7
于梦飞
 [6] Aït-Sahalia Y, Xiu D. Using principal component analysis to estimate a high dimensional factor model with high-frequency data[J]. Journal of Econometrics, 2017, 201(2): 384-399.
王雨珍
 [29] DeMiguel V, Gil-Bazo J, Nogales F J, et al. Machine learning and fund characteristics help to select mutual funds with positive alpha[J]. Journal of Financial Economics, 2023, 150(3): 103737.
井天航
 [31] Evgeniou T, Guecioueur A, Prieto R. Uncovering sparsity and heterogeneity in firm-level return predictability using machine learning[J]. Journal of Financial and Quantitative Analysis, 2023, 58(8): 3384-3419.
贾颖
 [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.
李佳媛
 [60] Bubb R, Catan E M. The party structure of mutual funds[J]. The Review of Financial Studies, 2022, 35(6): 2839-2878.
江懿
 [65] Hansen J H, Siggaard M V. Double machine learning: Explaining the post-earnings announcement drift[J]. Journal of Financial and Quantitative Analysis, 2024, 59(3): 1003-1030.
柳景明
 [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.
李烈
 [67] Pinelis M, Ruppert D. Machine learning portfolio allocation[J]. The Journal of Finance and Data Science, 2022, 8: 35-54.
Week
Presenter
Paper
Week8
林志玲
 [23] Edmans A, Fernandez-Perez A, Garel A, et al. Music sentiment and stock returns around the world[J]. Journal of Financial Economics, 2022, 145(2): 234-254.
李孜轩
 [45] Bybee L, Kelly B, Manela A, et al. Business news and business cycles[J]. The Journal of Finance, 2021.
刘乐婷
 [47] Bose D, Cordes H, Nolte S, et al. Decision weights for experimental asset prices based on visual salience[J]. The Review of Financial Studies, 2022, 35(11): 5094-5126.
胡莹
 [48] Obaid K, Pukthuanthong K. A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news[J]. Journal of Financial Economics, 2022, 144(1): 273-297.
孙可钧
 [49] Garcia D, Hu X, Rohrer M. The colour of finance words[J]. Journal of Financial Economics, 2023, 147(3): 525-549.
袁彤
 [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.
吴小雪
 [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.
俞沅沅
 [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.