报告题目：ML/AI in Research of Finance and Accounting and its Predictive Power in Macroeconomics
报告嘉宾：李晓荣 上海交通大学
报告时间：2024年6月26日(周三) 16:30-18:00
报告地点：中国科学院大学中关村校区教学楼N513
内容摘要
This presentation introduces a series of finance and accounting studies that utilize machine learning techniques, highlighting the challenges and potentials within this field. The first article, published in Management Science, leverages convolutional neural network algorithms to detect the deliberate expressions of CEOs in CNBC interview videos, finding that these dynamic expressions have predictive power for the stock returns of their firms. The second article is a working paper that employs the Labeled LDA algorithm to extract firms’ strategic positions from item 7 of 10-K filings and investigates the relationship between these strategic positions and cloud computing adoption. Finally, there are several work-in-progress studies exploring the macro predictive power of firm-level disclosures using advanced machine learning methodologies. Collectively, these studies underscore the importance of creative solutions in bridging machine learning algorithms with finance and accounting research.
主讲人简介
Dr. Li Xiaorong is an Assistant Professor of Accounting and Finance in Antai Economics and Management School, Shanghai Jiao Tong University. He earned his Ph.D. in Computer Software from Department of Computer Science at Fudan University in 2006, following his MA and BA in Cybernetics from Information School at Xi’an Jiao tong University in 2002 and 1997, respectively.
Dr. Li's research interests are broad and interdisciplinary, lying at the intersection of cutting-edge information technology and economics & management. His focus on information technology includes machine learning, artificial intelligence, big data, and information systems. In the realm of economics and management, his focus includes accounting, finance, organizational behavior, operations, and economics. His work has been published in top journal across various fields, include the Management Science, Accounting Horizons(Accounting), Production and Operations Management(Operations), International Review of Financial Analysis(Finance) and Journal of Computer Research and Development(Computer Science, Chinese).
