讲座：GameStop Squeeze, ChatGPT, Value of Data and Portfolio Optimization-活动预告-上海交通大学中银科技金融学院

内容简介：

GME stock rose from $17 to over $500 in 2 months, what happened?  GhatGPT are having increasing impact on the entire economy,  can it be utilized to predict the stock。Market and the cross section of stock returns?  How to we assess the economic value of some common data sets?  The ultimate use of information is to form the best portfolio of a fund manager or an investor, but there are risks in the information. Then how we form the optimal portfolio?  The seminar will provide some of the best available answers to these important questions in finance.

演讲人简介：

Guofu Zhou is   Bierman and   Spears Professor of Finance at Olin Business School of Washington University in St. Louis. He has a BS degree from Chengdu College of Geology, China, a MS from Chengdu Branch, Academia Sinica,  and a PhD in economics from Duke University.  His research interest covers a wide range in finance, with current work primarily in AI, big data and machine learning  such as exploring new factor models, proposing new machine learning methods  for forecasting expected asset returns,   estimating announcement risk premia, and studying the market impact of the ESG and various sentiment measures.

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