Empirical asset pricing via machine learning S Gu, B Kelly, D Xiu The Review of Financial Studies 33 (5), 2223-2273, 2020 | 1868 | 2020 |
Autoencoder asset pricing models S Gu, B Kelly, D Xiu Journal of Econometrics 222 (1), 429-450, 2021 | 407 | 2021 |
Empirical asset pricing via machine learning S Gu, BT Kelly, D Xiu Chicago Booth Research Paper, 2018-09, 2019 | 90 | 2019 |
Empirical asset pricing via machine learning. Chicago Booth Research Paper No. 18-04 S Gu, BT Kelly, D Xiu 31st Australasian Finance and Banking Conference 2017, 2018 | 17 | 2018 |
Machine Learning in Empirical Asset Pricing S Gu The University of Chicago, 2021 | | 2021 |
Predicting Stock Returns with Firm Characteristics by Machine Learning Techniques S Gu University of California, Los Angeles, 2017 | | 2017 |