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Root number
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518321 |
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Semester
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FS2026 |
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Type of course
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Seminar |
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Allocation to subject
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Economics |
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Type of exam
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not defined |
| Title |
PhD - Dacheng Xiu: Machine Learning in Asset Pricing |
| Description |
*** IMPORTANT ***
For the most updated administrative course information (date changes, room changes etc) please always refer to the KSL page only and not to the Info page in ILIAS – the ILIAS infopage will not be updated!
The course will be hosted by Pierpaolo Benigno, Julien Cujean and
delivered by Dacheng Xiu, Chicaco Booth
Course dates: 18.05.-21.05.2026
schedule:
Monday, 18.05.2026 - 08.15 -12.00 hrs, 033, H4
Tuesday, 19.05.2026 - 08.15 - 12.00 hrs, 033, H4
Wednesday, 20.05.2026 08.15 - 12.00 hrs, 033, H4
Thursday, 21.05.2026 - 08.15 - 12.00 hrs, S201, UniS
**** this course has limited slots - first come first served - to register please use the link underneath:
https://www.vwi.unibe.ch/about_us/anmeldung/phd_macro_finance_external_lectures_26/index_eng.html
registration period: 15.01.- 12.02.2026 *******************************************************
form of examination: attendance
Course objective:
This course examines advanced topics at the intersection of asset pricing and machine learning. It focuses on the use of modern statistical and machine learning methods to study expected returns, cross-sectional return predictability, and risk–return trade-offs. The course also addresses challenges related to omitted-variable bias, factor selection, and the limits of machine learning in extracting economically meaningful signals. Theory and empirical applications from recent research are combined throughout the course. Information on methods and readings is provided in the syllabus.
further details see Syllabus on ILIAS |
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ILIAS-Link (Learning resource for course)
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Registrations are transmitted from CTS to ILIAS (no admission in ILIAS possible).
ILIAS
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Link to another web site
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| Lecturers |
Prof. Dr.
Pierpaolo Benigno, Teaching Staff, Faculty of Business, Economics and Social Sciences
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ECTS
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6 |
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Recognition as optional course possible
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No |
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Grading
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passed/failed |
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| Dates |
Monday 18/5/2026 08:15-12:00
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Tuesday 19/5/2026 08:15-12:00
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Wednesday 20/5/2026 08:15-12:00
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Thursday 21/5/2026 08:15-12:00
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Rooms
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| External rooms |
033, H4
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S201, UniS
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| Students please consult the detailed view for complete information on dates, rooms and planned podcasts. |
User:
Öffentlicher Bereich
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