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NA resume in Chicago, IL - January 2019

NBER WORKING PAPER SERIES

EMPIRICAL ASSET PRICING VIA MACHINE LEARNING

Shihao Gu

Bryan Kelly

Dacheng Xiu

Working Paper 25398

http://www.nber.org/papers/w25398

NATIONAL BUREAU OF ECONOMIC RESEARCH

1050 Massachusetts Avenue

Cambridge, MA 02138

December 2018

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