Can ChatGPT forecast stock price movements? Return predictability and LLMs
Alejandro Lopez Lira, University of Florida
(Venue: LAU 7-207)
Inference for Changing Periodicity, Smooth Trend and Covariate Effects in Time Series
Lucy Xia, Hong Kong University of Science and Technology
(Venue: LAU 6-208)
Bounded Rationality, Reinforcement Learning, and Market Efficiency
Hyun Soo Doh, Hanyang University
(Venue: LAU 6-208)
Deep Neural Newsvendor
Guohao Shen, The Hong Kong Polytechnic University
(Venue: LAU 6-208)
On the economic benefit of complete subset regression for the multivariate HAR model
Andrey Vasney, The University of Sydney
(Venue: LAU 7-207)
AI, BI & SI — Artificial, Biological and Statistical Intelligences
Dennis K. J. Lin, Purdue University
(Venue: LAU 7-207)
Machine Learning and Matching Markets
Xiaowu Dai, University of California, Los Angeles
(Venue: LAU 6-208)
Generative Nonparametric Regression
Yuanyuan Lin, The Chinese University of Hong Kong
(Venue: LAU 7-208)
Matrix Decomposition-based Transfer Learning Method and its Mathematical Analysis
Ivan Au Yeung, Nvidia AI Technology Center HK
(Venue: LAU 7-208)
Comparing Factor Models with Price- Impact Costs
Victor DeMiguel, London Business School
(Venue: LAU 7-208)