Machine Learning in Asset Pricing – Workshop 18.05.-21.05.2026
We are pleased to host Dacheng Xiu (University of Chicago, Booth School of Business), one of the leading scholars in financial econometrics, asset pricing, and machine learning. His research has contributed to early developments of machine learning in asset pricing, and now focuses on clarifying when and why modern machine-learning tools work, and what their limits are.
This workshop explores how advanced machine-learning methods can be used to complement and extend conventional econometric methods for prediction, estimation, and inference. Topics include return prediction, factor models, portfolio construction, and the use of textual and statistical learning techniques. Alongside practical applications, the course also highlights the limits of algorithms and the importance of economic interpretation.
More information:
Dacheng Xiu | KSL Website
