Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview
Room A: AP 2
Thursday, 25/Mar/2021:
3:40pm - 5:00pm

Session Chair: Jens Dick-Nielsen, Copenhagen Business School

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Deep Learning in Asset Pricing

Luyang Chen, Markus Pelger, Jason Zhu

Stanford University, United States of America

Discussant: Jens Dick-Nielsen (Copenhagen Business School)

Single-step Portfolio Construction through Reinforcement Learning and Interpretable AI

Lin William Cong1, Ke Tang2, Jingyuan Wang3, Yang Zhang3

1Cornell University, United States of America; 2Tsinghua University, China; 3Beihang University, China

Discussant: Gianluca De Nard (University of Zurich / New York University)

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