[Colloquium] Jingwen Jiang Candidacy Exam/Mar 7, 2022

[Megan Woodward]

This is an announcement of Jingwen Jiang's Candidacy Exam.
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Candidate: Jingwen Jiang

Date: Monday, March 07, 2022

Time:  3 pm CST

Remote Location: https://uchicago.zoom.us/j/97728535041?pwd=RndQc0laTGhTUE13WEFtVG5ENkJmdz09  Meeting ID: 977 2853 5041 Passcode: 124977

Title: Predicting Stock Returns with News

Abstract: We explore the return predictability of alternative data -- news text using NLP techniques. The best performing model BERT demonstrates better understanding of news content within context than classical models. We further show that emotions lying behind the news also play a role in the cross-section of expected returns. 

Advisors: Janos Simon and Dacheng Xiu

Committee: Chenhao Tan, Janos Simon, and Dacheng Xiu


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