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Teng Andrea Xu

AQR Capital Management, LLC

Greenwich, CT

United States

École Polytechnique Fédérale de Lausanne (EPFL)

Odyssea Building, ODY 4.15, Station 5

Route Cantonale, 1015

Lausanne

Switzerland

  • AQR Capital Management, LLC

  • École Polytechnique Fédérale de Lausanne (EPFL)

SCHOLARLY PAPERS

4

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in Total Papers Downloads

10,484

TOTAL CITATIONS

2

Scholarly Papers (4)

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1.

Artificial Intelligence Asset Pricing Models

Downloads 5,203 ( 4,830)

Artificial Intelligence Asset Pricing Models

Number of pages: 65 Posted: 09 Jan 2025 Last Revised: 09 Jul 2026
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu
Yale SOM, Swiss Finance Institute, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
Downloads 5,125 (4,875)

Abstract:

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Artificial Intelligence Asset Pricing Models

NBER Working Paper No. w33351
Number of pages: 64 Posted: 21 Jan 2025 Last Revised: 08 May 2026
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu
Yale SOM, Swiss Finance Institute, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
Downloads 78 (840,816)
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2.

Deep Learning from Implied Volatility Surfaces

Swiss Finance Institute Research Paper No. 23-60
Number of pages: 82 Posted: 23 Apr 2026 Last Revised: 15 Jun 2026
Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu
Yale SOM, Swiss Finance Institute, Ecole Polytechnique Federale de Lausanne and AQR Capital Management, LLC
Downloads 4,693 (5,620)
Citation 2

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Volatility surface, Convolutional neural networks (CNN), Machine learning, Cross-section of stock returns, Deep ensembles, Virtue of complexity

3.

Scaling Point-in-Time Language Models

Downloads 588 (197,069)

Scaling Point-in-Time Language Models

Number of pages: 24 Posted: 30 Apr 2026
Bryan T. Kelly, Semyon Malamud, Johannes Schwab and Teng Andrea Xu
Yale SOM, Ecole Polytechnique Federale de Lausanne, École Polytechnique Fédérale de Lausanne (EPFL) and AQR Capital Management, LLC
Downloads 588 (195,642)

Abstract:

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4.

Tail Recovery

Posted: 13 Mar 2023 Last Revised: 16 May 2025
Teng Andrea Xu
AQR Capital Management, LLC

Abstract:

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Derivatives, Machine Learning, Empirical Asset Pricing, Big Data