Dacheng Xiu

@MarkusEconomist So sad 😭

R.I.P. Christopher Sims (21 Oct. 1942 - 14 March 2026) - a giant in macroeconomics and one of the finest human beings I have ever met -

📢 SoFiE Summer School 2025: Financial Machine Learning 📍 Yale SOM | July 28 – Aug 1 Deep dive into ML/AI in finance: factor models, NLP, deep learning, AI-driven asset pricing. 🔗 Apply by May 16: yalesurvey.ca1.qualtrics.com/jfe/form/SV_6D… #Finance #MachineLearning #SoFiE #AI #Econometrics

Some machine learning methods — like "old-school" Ridge — outperform sparsity-oriented approaches in leveraging weak signals for economic prediction, from Zhouyu Shen and @dachxiu nber.org/papers/w33421

Some machine learning models unlock economic forecasting potential, according to @ChicagoBooth PhD student Zhouyu Shen and Booth’s @dachxiu. #AI ms.spr.ly/6016WYF06

Some machine learning models unlock economic forecasting potential, according to @ChicagoBooth PhD student Zhouyu Shen and Booth’s @dachxiu. #AI ms.spr.ly/6011Wr85N

Some machine learning models unlock economic forecasting potential, according to @ChicagoBooth PhD student Zhouyu Shen and Booth’s @dachxiu. #AI ms.spr.ly/6010WRKUC

The economic consequences of statistical learning for arbitrage pricing in a high-dimensional setting, from Rui Da, @ProfStefanNagel, and @dachxiu nber.org/papers/w33070

What does #AI see in the market that you might not? 📈 Here are 10 ways investors should be using large language models, according to research. (👇 🧵) ms.spr.ly/6010mKYpI

ICYMI: New working paper, "Can Machines Learn Weak Signals?," by @ChicagoBooth's @dachxiu and Zhouyu Shen. ow.ly/iQ2450QLJkr

In this Q&A, Chicago Booth’s @dachxiu discusses the implications of machine learning for the financial markets. ms.spr.ly/6015ifo03

#AI has been adopted across #fintech and is changing the landscape of lending, trading, valuation, etc. Join @AICenter_Booth @dachxiu @christinaqi @avinashgod and James Bray (@CapitalGroup) for a virtual discussion on 2/24 ms.spr.ly/60105TmsE

I just taught MBA students at Booth how to use ChatGPT to do their homework for my FinTech class. It’d be odd to discourage them from using it in a class about AI.

How risky are your stocks, commodities, treasuries, FX, or bitcoins? We develop a robust inference procedure on volatility using transaction-level prices that are potentially contaminated by market microstructure friction econometricsociety.org/publications/e…

Incoming Associate Editors continued: Merih Sevilir @KelleySchool Andrea Vedolin @BUQuestrom Dacheng Xiu @dachxiu

#SpecialIssue: Big Data in Finance Edited by Itay Goldstein, Chester S Spatt, Mao Ye #EditorsChoice: Selecting Directors Using Machine Learning by Isil Erel @FisherOSU, Léa Stern @UWFosterSchool, @ChenhaoTan @UChicago, Michael S Weisbach @FisherOSU academic.oup.com/rfs/issue/34/7

@OlegUrminsky Very sad🙏

My friend, co-author & colleague at ChicagoBooth, Øystein Daljord, passed away recently. He was passionate and insightful about understanding when and how we can learn about theories from data, and will be missed. A remembrance, w/ summaries of his work: chicagobooth.edu/research/kilts…

RFS presents a special issue on New Methods in the Cross-Section, edited by G Andrew Karolyi @CornellMBA and Stijn Van Nieuwerburgh @SVNieuwerburgh @Columbia_Biz, featuring an editor’s choice by Eugene Fama @ChicagoBooth and Kenneth French @TuckSchool academic.oup.com/rfs/issue/33/5

@NYGovCuomo @HealthNYGov Statistical evidence as follows. #SocialDistancing nydailynews.com/opinion/ny-ope…

A single word in a news report—a well-placed “undervalue,” for example—can drive a company’s stock price up or down: ow.ly/cPBo50yE8ic