Quantum computers are expected to surpass the computational capabilities of classical
computers and have a transformative impact on numerous industry sectors. We present a …

Artificial intelligence (AI) and machine learning (ML) are two related technologies that are
emergent in financial scholarship. However, no review, to date, has offered a wholistic …

We examine the potential of ChatGPT and other large language models in predicting stock
market returns using news headlines. We use ChatGPT to assess whether each headline is …

This research examines the impact of financial technology innovation on Chinese banks'
performance, using both patent data and FinTech development index, by applying a …

Pervasive growth and usage of the Internet and mobile applications have expanded
cyberspace. The cyberspace has become more vulnerable to automated and prolonged …

Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

We add to the emerging literature on empirical asset pricing in the Chinese stock market by
building and analyzing a comprehensive set of return prediction factors using various …

We survey the nascent literature on machine learning in the study of financial markets. We
highlight the best examples of what this line of research has to offer and recommend …

We propose a new latent factor conditional asset pricing model. Like Kelly, Pruitt, and Su
(KPS, 2019), our model allows for latent factors and factor exposures that depend on …

In this paper, we survey the most recent advances in supervised machine learning (ML) and
high‐dimensional models for time‐series forecasting. We consider both linear and nonlinear …