Block Cross Fitting and Validation for Spatial Data
Jianfei Cao, Northeastern University
(Venue: LAU 7-208)
Quantile regression and consistent variable selection across multiple quantiles, a case study of equity premium predictability
Shaobo Li, University of Kansas
(Venue: LAU 6-208)
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)