Concepedia

Dacheng Xiu

DX

Statistics

Publications

54

Citations

7.6K

H-Index

35

Active since

2010

Affiliations

University of Chicago(Current)

National Bureau of Economic Research

Yale University

Woodlawn School

Princeton University

Dacheng Xiu is an author at University of Chicago specializing in economics, financial economics, and finance.

ORCID

Publications per year

2010–2024

54

Publications

54

Empirical Asset Pricing via Machine Learning

Shihao Gu, Bryan Kelly, Dacheng Xiu · Review of Financial Studies · 2020 · 2.2K citations · Full text

, , +14

Taming the Factor Zoo: A Test of New Factors

Guanhao Feng, Stefano Giglio, Dacheng Xiu · The Journal of Finance · 2020 · 715 citations

, , +16

Autoencoder asset pricing models

Shihao Gu, Bryan Kelly, Dacheng Xiu · Journal of Econometrics · 2020 · 427 citations

, , +16

Asset Pricing with Omitted Factors

Stefano Giglio, Dacheng Xiu · Journal of Political Economy · 2021 · 358 citations

, , +17

High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data

Yacine Aı̈t-Sahalia, Jianqing Fan, Dacheng Xiu · Journal of the American Statistical Association · 2010 · 303 citations

, , +14

1–5 of 54