SFI Outstanding Paper Award 2018

The Swiss Finance Institute has attributed its Outstanding Paper Award to “Empirical Asset Pricing via Machine Learning”, a research paper by Shihao Gu, University of Chicago, Bryan Kelly, Yale University, AQR Capital Management, and NBER, and Dacheng Xiu, University of Chicago, that investigates the field of machine learning with the canonical problem of empirical asset pricing: measuring asset risk premia.
Date18 Nov 2018
CatégoriePress

The Swiss Finance Institute has attributed its Outstanding Paper Award to "Empirical Asset Pricing via Machine Learning", a research paper by Shihao Gu, University of Chicago, Bryan Kelly, Yale University, AQR Capital Management, and NBER, and Dacheng Xiu, University of Chicago, that investigates the field of machine learning with the canonical problem of empirical asset pricing: measuring asset risk premia.

Press Release