301 Tower Road
Ithaca, NY 14853-3801
United States
Cornell University - Department of Statistics and Data Science
Machine Learning, Asset Pricing, Adaptive Multi-Factor Model (AMF), Groupwise Interpretable Basis Selection (GIBS) algorithm
Asset pricing models, AMF model, GIBS algorithm, high-dimensional statistics, machine learning
Low-volatility anomaly, AMF model, GIBS algorithm, high-dimensional statistics, machine learning, False Discovery Rate.
market microstructure, interpretable machine learning, artificial intelligence in finance, prototype clustering, high-dimensional statistics, dimension reduction
Neural Network, Machine Learning, Wavelet Analysis, Fourier Analysis
homophily, community entropy, segregation, Mobile phone data
Asset pricing, Adaptive Multi-Factor model, GIBS algorithm, high-dimensional statistics, machine learning.
