Conference Time: 2nd June 2024, 04:36:38pm CEST
Conference Agenda
Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 04:36:38pm CEST
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AP 18: Cross-section of stock returns and machine learning
Time: Saturday, 24/Aug/2024: 9:00am - 10:30am
Session Chair: Svetlana Bryzgalova, London Business School
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Location: Reduta | Large Concert Hall (floor 2)
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Presentations
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ID: 396
Large (and Deep) Factor Models
Bryan Kelly2, Boris Kuznetsov1, Semyon Malamud Malamud1, Teng Andrea Xu1
1Êcole Polytechnique Fédérale de Launne (EPFL), Switzerland; 2Yale
Discussant: Caio Almeida (Princeton University)
ID: 1167
Forecasting and Managing Correlation Risks
Tim Bollerslev1, Sophia Zhengzi Li2, Yushan Tang2
1Duke University, NBER and CREATES; 2Rutgers Business School
Discussant: Daniele Bianchi (School of Economics and Finance, Queen Mary, University of London)
ID: 263
Essence of the Cross Section
Sina Seyfi
Aalto University, Finland
Discussant: Gavin Feng (City University of Hong Kong)
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