ML Reading Group
The joint reading group on machine learning in financial economics focuses on discussions of leading academic research that bridges the cutting edge techniques of machine learning and financial economics.
The joint reading group welcomes Ph.D. researchers (and faculties) who have strong research interests in applying ML methods to and tailoring ML methods for the research in financial economics.
All members of the joint reading group are REQUIRED to present IN TURNS and discuss top journal† quality working papers and recent top journal publications on topics of applying ML methods to the fields of:
- Asset return predictability,
- Cross-sectional return explanation,
- Corporate finance and governance,
- Analysts, institutional investors and their performance,
- Macroeconomics/macro-finance/household finance,
- FinTech and cryptocurrencies, and
- Broader economic applications of ML methods.
All members are REQUIRED to take on administrative duties and act as the monthly group administrator IN TURNS to help organize the weekly meetings. Specifically, The monthly group administrator will help check the quality of the papers proposed by presenting members. The monthly group administrator will also send out emails with the abstract information and the pdf files of the papers that will be presented before the weekly meetings.
We hope to start the weekly meetings as soon as possible. We tentatively set the meeting time in the Friday afternoon for every week. We may adjust the meeting frequencies as needed. Ideally, we will have 1-2 paper(s) every week just to keep the workload manageable. We expect that each meeting will last for less than 1.5 hours.
We also encourage the formation of research teams on the projects related to machine learning and financial economics targeting at the top journals. Hopefully, some members of the reading group can end up with some working papers together.
The reading group is a co-effort of Dr. Kuntara Pukthuanthong (Professor) and Yang Bai (3rd-year Ph.D. Candidate) of the Finance Department at the Robert J. Trulaske, Sr. College of Business, University of Missouri. Yang also maintains the sign-up form on his website.
For more questions, please send your email to Yang Bai.
You can proceed to the sign-up form following the "Sign Up" link below. Note that you may need to sign in your google account to proceed with the form. Admitted members will be included in the email list for weekly meetings.
† The definition of top journals is very specific in the research community of economics and business. The list of top journals are provided below.
Economics: American Economic Review, Econometrica, Journal of Political Economy, Quarterly Journal of Economics, Review of Economic Studies.
Finance: Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Management Science (Finance Track), Journal of Financial and Quantitative Analysis.
Accounting: Journal of Accounting Research, The Accounting Review, Journal of Accounting and Economics, Contemporary Accounting Research. ↩