My new book is out soon! Everything about ChatGPT and how to use it in finance!

The Predictive Edge: Outsmart the Market using Generative AI and ChatGPT in Financial Forecasting

The Predictive Edge: Outsmart the Market using Generative AI and ChatGPT in Financial Forecasting
How to use large language models (LLMs) like ChatGPT to find new investment opportunities and make better trading decisions. In the book, you’ll learn how to interpret the outputs of LLMs to craft sounder trading strategies and incorporate market sentiment into your analyses of individual securities.

Assistant professor of Finance, University of Florida

Twitter, SSRN, Google Scholar

Ph.D. in Finance from the Wharton School, University of Pennsylvania.

BA., MA. in Economics and Financial Management from ITAM

My research covers topics in Asset Pricing, Machine Learning and Textual Analysis.

Please check my papers, awards, or media sections.

Click here to view my CV. (updated March 2023)

My email

Working papers

What If Option Closing Prices Were Trustworthy? A Machine Learning Approach New!
joint with Mahendrarajah Nimalendran and Matthew Son
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Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models New!
joint with Yuehua Tang
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Follow the Pipeline: Anticipatory Effects of Proposed Regulations New!
joint with Suzanne Chang and Joseph Kalmenovitz
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Peer-Reviewed Theory Does Not Help Predict the Cross-section of Stock Returns New!
joint with Andrew Y. Chen and Tom Zimmerman
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Textual Analysis of Short-seller Research Reports, Stock Prices, and Real Investment
joint with Jules H. van Binsbergen and Xiao Han
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Do Common Factors Really Explain the Cross-Section of Stock Returns?
joint with Nikolai Roussanov
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Demand-Driven Risk and the Cross-Section of Expected Returns
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Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns (Revise and Resubmit)
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Published Papers

Man vs. Machine Learning: The Term Structure of Earnings Expectations and
Conditional Biases, The Review of Financial Studies, Forthcoming
joint with Jules H. van Binsbergen and Xiao Han
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Why Do Managers Disclose Risks Accurately? Textual Analysis, Disclosures, and
Risk Exposures, Economic Letters, Volume 204, July 2021
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Other Research

Non-Standard Errors, Journal of Finance, Forthcoming
as part of the #fincap project
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CS Research

PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance
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Awards and honors

  • Jacobs Levy Center Research Paper Prize for Outstanding Paper, 2022
  • Best Paper Award: Invesco IQS Factor Investing Prize, 2021
  • The Jacobs Levy Equity Management Center for Quantitative Financial Research Grant, 2020
  • Jacobs Levy Center Research Paper Prize for Best Paper, 2019
  • WFA Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research, 2019
  • Finalist, BlackRock’s Applied Research Award
  • Macro-Finance Society Ph.D. Student Award, 2019
  • Irwin Friend Doctoral Fellowship in Finance, Wharton, 2019
  • Best Paper, European Investment Forum Research Prize, Cambridge, 2019
  • Best Paper in the Investment Track, Baltimore Area Finance Conference, 2019
  • Jacobs Levy Equity Management Center Research Grant, Wharton, 2019
  • Rodney L. White Center for Financial Research Grant, Wharton, 2019
  • The Mack Institute for Innovation Management Research Grant, 2019
  • George James Term Fund Travel Award, Wharton, 2019
  • Jacob Levy Fellowship, Wharton, 2019
  • Rodney L. White Center for Financial Research Grant, Wharton, 2018
  • The Mack Institute for Innovation Management Research Grant, 2018
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