Althoff Grandhotel Schloss Bensberg Bergisch-Gladbach
Papers
From man versus machine to man plus machine: the art and AI of stock analyses
Wei Jiang, Goizueta Business School, Emory University
The Virtue of Complexity
Brian Kelly, Yale School of Business
Less is more? Biases and overfitting in cross-sectional machine learning return predictions
Clint Howard, Robeco and University of Technology Sydney
Mutual Fund Analysts as Information Intermediaries
Felix Wilke, Nova School of Business & Economics
How to deal with missing data
Martin Lettau, Haas School of Business at the University of California at Berkeley
Alternative data in investment management: : Usage, Challenges and Valuation
Petter Kolm, New York University
Advances in NLP in Finance: Sentiment, News and BloombergGPT
Gary Kazantsev, Head of Quant Technology Strategy Bloomberg L.P. and Adjunct Professor Columbia University
Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics (sponsored research)
Mathijs Cosemans, Mathijs van Dijk, Xander Hut, Rotterdam School of Management, Erasmus University
What is Missing in Asset-Pricing Factor Models
Raman Uppal, Irina Zviadadze, Paulo Zaffaroni, Imperial College London, HEC Paris and CEPR