Conference Agenda

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

Session Chair: Jens Dick-Nielsen, Copenhagen Business School

Presentations

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)