Invited Session IS019
|
Financial machine learning |
|||
| Character | Name | Affiliation | Title |
| Organizer | Xinhua Zheng | Hong Kong University of Science and Technology | |
| Chair | Xinhua Zheng | Hong Kong University of Science and Technology | |
| Speaker | Tengyuan Liang | University of Chicago | |
| Speaker | Weichen Wang | Hong Kong University | Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization |
| Speaker | Haifeng You | Hong Kong University of Science and Technology | Corporate Risk Disclosures, Stock Price Comovement, and Expected Returns |
| Speaker | Ming Yuan | Columbia University | |
美迪康会务通