Shihao Gu

3 Why Apply Machine Learning to Asset Pricing ?

B. Kelly, Shihao Gu, D. Xiu, 2019 .

Empirical Asset Pricing Via Machine Learning

B. Kelly, Shihao Gu, D. Xiu, 2018, The Review of Financial Studies.

Multi-modal Attention Network for Stock Movements Prediction

Shihao Gu, Shwai He, 2021, ArXiv.

Multi-modal Attention Network for Stock Movements Prediction

Shihao Gu, Shwai He, 2021, ArXiv.

Empirical Asset Pricing Via Machine Learning

Bryan T. Kelly, Shihao Gu, Dacheng Xiu, 2018, The Review of Financial Studies.

WORKING PAPER SERIES EMPIRICAL ASSET PRICING VIA MACHINE LEARNING

B. Kelly, Shihao Gu, D. Xiu, 2018 .

Autoencoder Asset Pricing Models

Bryan T. Kelly, Shihao Gu, Dacheng Xiu, 2019, Journal of Econometrics.

Deep Learning in Asset Pricing ∗

B. Kelly, J. Duan, Shihao Gu, 2019 .