Xiao Han

University of Edinburgh Business School

29 Buccleuch Place

Edinburgh

United Kingdom

http://sites.google.com/site/xiaohanfinance/home

SCHOLARLY PAPERS

2

DOWNLOADS

943

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Apply Machine Learning to understand fundamental questions in finance  ”

Scholarly Papers (2)

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 71 Posted: 07 Jul 2020 Last Revised: 25 Sep 2020
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School
Downloads 825 (32,448)

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Earnings Forecasts, Machine Learning, Investment Strategies

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

NBER Working Paper No. w27843
Number of pages: 71 Posted: 21 Sep 2020
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School
Downloads 12 (663,106)
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2.

Risks versus Mispricing: Decomposing Asset pricing Anomalies via Classification

Number of pages: 73 Posted: 17 Jun 2020 Last Revised: 16 Nov 2020
Xiao Han
University of Edinburgh Business School
Downloads 106 (285,964)

Abstract:

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Analysts’ Expectation Bias, Investment Strategies, Classifications, Out-of-sample Forecasts,Classifications, Permutation Feature Importance, Consumption, Intermediary, Analysts’ Forecast Errors, Disagreement, Macroeconomic Variables, Supported Vector Machine, Decision Tree, Random Forest