北京雁栖湖应用数学研究院

This course aims to introduce the frontier applications of Big Data in financial research, with a particular focus on textual analysis and machine learning methods. Through reading and discussing seminal and contemporary literature from top-tier international finance journals, we will learn how to utilize unstructured data (e.g., news, corporate annual reports, social media) to investigate central questions in corporate finance and asset pricing. We will also gain an understanding of the latest developments in the field, including the potential applications of Large Language Models (LLMs).