Overview
Shihao Gu is a researcher in machine learning and finance (PhD, University of Chicago Booth School of Business), working on machine-learning methods for empirical asset pricing.
Key Contributions / Features
- Empirical asset pricing via machine learning (Gu-Kelly-Xiu 2020): comparative study of ML methods for measuring risk premiums.
- Work on autoencoder/latent-factor asset-pricing models (Gu-Kelly-Xiu 2021).
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