Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We …
Zigan Wang
Associate Professor of Finance, School of Economics and Management and Shenshen Institute of Economics and Management, Tsinghua University.
AgentGit: A Version Control Framework for Reliable and Scalable LLM-Powered Multi-Agent Systems
With the rapid progress of large language models (LLMs), LLM-powered multi-agent systems (MAS) are drawing increasing interest across academia and industry. However, many current …
yang-li
Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
In the standard data analysis framework, data is collected (once for all), and then data analysis is carried out. However, with the advancement of digital technology, …
