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1.
Principal component analysis of high frequency data / Yacine Aït-Sahalia and Dacheng Xiu by Series: NBER Working Paper ; 21584
Material type: Text Text
Publication details: Cambridge NBER 2015
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2.
Inference on risk premia in the presence of omitted factors / Stefano Giglio and Dacheng Xiu by Series: NBER Working Paper ; 23527
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2017
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3.
Empirical asset pricing via machine learning / Shihao Gu, Bryan Kell and Dacheng Xiu by Series: NBER Working Paper ; 25398
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
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4.
Taming the factor zoo: A Test of new factors / Guanhao Feng, Stefano Giglio and Dacheng Xiu by Series: NBER Working Paper ; 25481
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
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5.
Predicting returns with text data / Zheng Tracy Ke, Bryan T. Kelly and Dacheng Xiu by Series: NBER Working Paper ; 26186
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
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Test assets and weak factors / Stefano Giglio, Dacheng Xiu and Dake Zhang by Series: NBER Working Papers ; 29002
Material type: Text Text
Publication details: Cambridge NBER 2021
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8.
Financial machine learning / Bryan T. Kelly and Dacheng Xiu by Series: NBER Working Papers ; 31502
Material type: Text Text
Publication details: Cambridge NBER 2023
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9.
The Statistical limit of arbitrage / Rui Da, Stefan Nagel and Dacheng Xiu by Series: NBER Working Papers ; 33070
Material type: Text Text
Publication details: Cambridge NBER 2024
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10.
Financial machine learning / Bryan T. Kelly and Dacheng Xiu by Series: BFI working papers ; 2023-100
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Chicago BFI 2023
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11.
Can machines learn weak signals? / Zhouyu Shen and Dacheng Xiu by Series: NBER Working Papers ; 33421
Material type: Text Text
Publication details: Cambridge NBER 2025
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