2025 Asia/Pacific Conference Doctoral Student Consortium
Date
Dec 15, 2025
Location
Taipei, Taiwan
Papers Presented
- Beyond the Ellipse: The Virtue of Nonlinearity in Asset Pricing: This paper investigates why nonlinear machine learning models outperform linear ones in asset pricing, identifying the firm and market conditions under which their advantage is most pronounced.
Shengyu Huang
PhD Candidate
My research interests include empirical asset pricing and interpretable machine learning.