Concepedia

Shihao Gu

SG

Statistics

Publications

5

Citations

2.5K

H-Index

5

Active since

2018

Affiliations

Capital University(Current)

University of Chicago

National Bureau of Economic Research

Yale University

Shihao Gu is an author at Capital University specializing in financial economics, finance, and asset pricing.

Top concepts

Publications per year

2018–2020

5

Publications

5

Empirical Asset Pricing via Machine Learning

Shihao Gu, Bryan Kelly, Dacheng Xiu · Review of Financial Studies · 2020 · 2K citations · Full text

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Autoencoder asset pricing models

Shihao Gu, Bryan Kelly, Dacheng Xiu · Journal of Econometrics · 2020 · 396 citations

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Empirical Asset Pricing via Machine Learning

Shihao Gu, Bryan T. Kelly, Dacheng Xiu · SSRN Electronic Journal · 2018 · 58 citations · Full text

Autoencoder Asset Pricing Models

Shihao Gu, Bryan T. Kelly, Dacheng Xiu · SSRN Electronic Journal · 2019 · 57 citations · Full text

, , +4

Empirical Asset Pricing via Machine Learning

Shihao Gu, Bryan T. Kelly, Dacheng Xiu · SSRN Electronic Journal · 2018 · 52 citations · Full text

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