Name: 2020 Joint Statistical Meetings
Start: 2020-08-02T07:00:00+00:00
End: 2020-08-06

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*295 !**	Wed, 8/5/2020, 10:00 AM - 11:50 AM		Virtual
Machine Learning in Finance — Invited Papers
JBES-Journal of Business & Economic Statistics
Organizer(s): Jianqing Fan, Princeton University
Chair(s): Jianqing Fan, Princeton University
10:05 AM	Toward Explainable AI: Significance Tests for Neural Networks Kay Giesecke, Stanford University; Enguerrand Horel, Stanford University
10:35 AM	Market Efficiency in the Age of Big Data Stefan Nagel, University of Chicago; Ian Martin, London School of Economics
10:55 AM	Predicting Returns with Text Data Tracy Ke, Harvard University; Bryan Kelly, Yale University and AQR Capital Management; Dacheng Xiu, University of Chicago Booth School of Business
11:20 AM	Principal Portfolios Bryan Kelly, Yale University and AQR Capital Management; Lasse Pedersen, Copenhagen Business School; Semyon Malamud, EPFL
11:45 AM	Floor Discussion

JSM 2020 Online Program