BFI Working Papers

Sharing research in progress—and refining it through rigorous discussion and debate—is a hallmark of scholarship at the Becker Friedman Institute for Economics.
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BFI Working Paper Jul 24, 2023

Financial Machine Learning

Bryan T. Kelly, Dacheng Xiu
Topics:  Technology & Innovation, Financial Markets
BFI Working Paper Mar 31, 2023

Prediction When Factors are Weak

Stefano Giglio, Dacheng Xiu, Dake Zhang
Topics:  Uncategorized
BFI Working Paper Jul 7, 2021

Test Assets and Weak Factors

Stefano Giglio, Dacheng Xiu, Dake Zhang
Topics:  Financial Markets
BFI Working Paper May 14, 2019

Predicting Returns with Text Data

Dacheng Xiu, Zheng Tracy Ke, Bryan Kelly
Topics:  Financial Markets