Congratulations to ICF Faculty Associate Director, Professor Bryan T. Kelly, who has recently won two finance paper awards this year:
2019 CICF Best Paper Award
Professor Bryan T. Kelly (Yale University) and his co-authors Tracy Ke (Harvard University) and Dacheng Xiu (University of Chicago) won the 2019 CICF Best Paper Award during the 2019 China International Conference in Finance held recently in Guangzhou, China. Read their winning paper on SSRN: “Predicting Returns with Text Data.”
CQA Academic Competition Winner
Professor Bryan Kelly was also the CQA Academic Competition Winner for his paper, “Empirical Asset Pricing Via Machine Learning,” with co-authors Shihao Gu (University of Chicago) and Dacheng Xiu (University of Chicago). This award was presented by the Chicago Quantitative Alliance.