Date & time
Tuesday, October 28, 2025
12:45 p.m. – 1:45 p.m.
12:45 p.m. – 1:45 p.m.
Conferences & lectures
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Keynote - Machine Learning in Asset Pricing: Myths, Missteps, Criticisms, and Real Limits
Presented as part of the AI in Finance Conference
Speaker(s)
Dacheng Xiu (University of Chicago Booth School of Business)
Cost
This event is free.
Where
Pavillon John-Molson
1450 Guy St.
Concordia Conference Centre, 9th Floor
Accessible location
Yes - See details
The John Molson School of Business, in collaboration with the Desjardins Centre for Innovation and Financing, is pleased to announce the second edition of the AI in Finance Conference.
Dacheng Xiu, Joseph Sondheimer Professor of Econometrics and Statistics at the University of Chicago Booth School of Business, presents the keynote, "Machine Learning in Asset Pricing: Myths, Missteps, Criticisms, and Real Limits."
Participants can attend in-person or online. Please refer to the REGISTER NOW button at the top left of this page, then scroll to find the in-person and online registration options. This keynote is free to attend.
Dacheng Xiu specializes in developing statistical methodologies and their applications to financial data to investigate economic implications. His earlier research involved risk measurement and portfolio management with high-frequency data and econometric modeling of derivatives.
Currently, he focuses on developing machine learning solutions for big-data problems in empirical asset pricing. His research has appeared in Econometrica, Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of the American Statistical Association, and Annals of Statistics.