Dacheng Xiu (修大成)
University of Chicago
H-index: 27
North America-United States
Top articles of Dacheng Xiu (修大成)
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Can Machines Learn Weak Signals? | University of Chicago, Becker Friedman Institute for Economics Working Paper | Zhouyu Shen Dacheng Xiu | 2024/3/5 |
Financial machine learning | SETSCI-Conference Proceedings | Veysel Yılmaz | 2019/12/23 |
Continuous-Time Fama-MacBeth Regressions | Chicago Booth Research Paper | Yacine Ait-Sahalia Jean Jacod Dacheng Xiu | 2023/5/12 |
Prediction when factors are weak | University of Chicago, Becker Friedman Institute for Economics Working Paper | Stefano Giglio Dacheng Xiu Dake Zhang | 2023/3/31 |
Applying a trained model to predict a future value using contextualized sentiment data | 2022/10/4 | ||
The statistical limit of arbitrage | Work | Rui Da Stefan Nagel Dacheng Xiu | 2022 |
Expected returns and large language models | Available at SSRN 4416687 | Yifei Chen Bryan T Kelly Dacheng Xiu | 2022/11/22 |
Disentangling Autocorrelated Intraday Returns | Chicago Booth Research Paper | Rui Da Dacheng Xiu | 2021/5/28 |
Autoencoder asset pricing models | Journal of Econometrics | Shihao Gu Bryan Kelly Dacheng Xiu | 2021/5/1 |
Thousands of Alpha Tests | The Review of Financial Studies | Stefano Giglio Yuan Liao Dacheng Xiu | 2021/7/1 |
Non-standard errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Asset pricing with omitted factors | Journal of Political Economy | Stefano Giglio Dacheng Xiu | 2021 |
Business news and business cycles | Journal of Finance | Leland Bybee Bryan T Kelly Asaf Manela Dacheng Xiu | 2023 |
When moving-average models meet high-frequency data: Uniform inference on volatility | Econometrica | Rui Da Dacheng Xiu | 2021 |
Test assets and weak factors | Forthcoming in the Journal of Finance | Stefano Giglio Dacheng Xiu Dake Zhang | 2021/7/12 |
(Re-) Imag (in) ing Price Trends | Forthcoming in the Journal of Finance | Jingwen Jiang Bryan T Kelly Dacheng Xiu | 2020/12/1 |
Robust security volatility estimation using intraday transaction data | 2020/8/27 | ||
Taming the factor zoo: A test of new factors | Journal of Finance | Guanhao Feng Stefano Giglio Dacheng Xiu | 2020 |
High-Frequency Factor Models and Regressions | Journal of Econometrics | Yacine Aït-Sahalia Ilze Kalnina Dacheng Xiu | 2020/5/1 |
Empirical Asset Pricing via Machine Learning | The Review of Financial Studies | Shihao Gu Bryan Kelly Dacheng Xiu | 2020/5/1 |
Co-Authors
