Are the algorithms something that people in the know could game? If insiders see specific things happening and they know some sort of action is soon to follow because the algorithms are programmed a certain way, could they try to
Alejandro Lopez-Lira Articles: page 1
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ChatGPT is better at predicting how stocks will react to news headlines than traditional models, new study shows
ChatGPT can’t see the future, but it already has value for investors looking to predict future moves in the stock market. That’s according to a new research paper published in the Social Science Research Network by Assistant Professor Alejandro Lopez-Lira and Emerson-Merrill Lynch Associate
ChatGPT may be able to predict stock movements, finance professors show
In a new working paper, Assistant Professor Alejandro Lopez-Lira and Emerson-Merrill Lynch Associate Professor Yuehua Tang find that large language models may be useful when forecasting stock prices. They used ChatGPT to parse news headlines for whether they’re good or
Win the Race for Higher Risk-adjusted Stock Returns
A new paper co-authored by Assistant Professor Alejandro Lopez-Lira and Wharton’s Nikolai Roussanov uses machine learning to construct investment portfolios that ensure predictability of returns in a world of changing risks. Read more in this story from Knowledge at Wharton.
Meet Warrington’s new faculty for 2021
The Warrington College of Business is proud to welcome six new faculty members to campus in the 2021-2022 academic year. Learn more about these outstanding new members of the Warrington team who will continue to strengthen the college’s reputation and
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