Theme: Machines and Data in Future Quant Investing |
Venue: Radisson Collection, Grand Place, Brussels, Belgium
Papers
The Statistical Limit of Arbitrage
Keynote: Dacheng Xiu (University of Chicago)
Hidden Alpha
Stephan Heller (University of St. Gallen)*, Lauren Cohen (Harvard Business School), Manuel Ammann (University of St. Gallen), Alexander Cochardt (Harvard Business School)
The Labor Impact of Generative AI on Firm Values
Gregor Schubert (UCLA)*, Andrea L. Eisfeldt (UCLA), Bledi Taska (SkyHive), Miao Ben Zhang (USC Marshall School of Business)
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Alejandro Lopez Lira* and Yuehua Tang (University of Florida)
Financial Statement Analysis with Large Language Models
Maximilian Muhn*, Alex G. Kim, Valeri V. Nikolaev (University of Chicago)
The Co-Pricing Factor Zoo
Alexander Dickerson (The University of New South Wales), Christian Julliard (London School of Economics), Philippe Mueller (Warwick Business School)
Retail Investing in the Age of Big Data
Keynote: Svetlana Bryzgalova (London Business School)
Scenario-based Machine Learning for Portfolio Optimization
Afrasiab Kadhum* and Marc Francke (Ortec Finance)
Machine Learning and the Implementable Efficient Frontier
Theis Ingerslev Jensen (Copenhagen Business School)*, Bryan Kelly (Yale School of Management), Semyon Malamud (Swiss Finance Institute), and Lasse Heje Pedersen (Copenhagen Business School)