Each topic in this seminar consists of a recent paper at the frontier of current research in macine learning in Finance and Economics. All papers are applied papers that focus on exciting applications over a broad range of topics. 

The Seminar requirements consist of a paper, a presentation, and active participation in class discussion. The presentations will be blocked in June/July. I am flexible regarding timing and will decide together with the participants when the presentations will take place. 

Applications for seminars is organized via web-based central seminar matching. Please sign in with your university mail account on following website:

http://econ.mathematik.uni-ulm.de:3838/semapps/stud_de/

Relevant deadlines for application are displayed within the tool. If you urgently require a place in a seminar it is recommended to sign in in several lists. According to the timeline you will receive feedback which seminar you are registered for.

We have seminar places for up to 15 master students.

The application concerns the seminar in general, there is no application for specific seminar topics possible! After you are registered for the seminar, topics will be allocated taking into account student’s preference. You will be informed about this and all further steps in more detail via e-mail after you are registered for the seminar.

 Ths seminar requires a basic understanding of prediction and machine learning methods (cross-validation, LASSO, random forests) and/or methods of causal inference (treatment effects, diff-in-diff sn instrumetal variable estimation) on the level that is acquired e.g. in the classes  Data Analysis (Gebhardt) or Market Analysis with Econometrics and Machine Learning (Kranz).

1. Predicting Government Bond Returns
2. The Impact of Non-Answers in Q&A Sessions on Stock Returns
3. The Impact of the Sentiment of Disclosures on Stock Returns
4. Why Do Energy Efficiency Programs Perform Worse Than Predicted?
5. Can Machine Learning Improve Physicians Treatment Choices?
6. Predicting Entrepreneurial Success with Psychometric Questionnaires

For writing the seminar paper please follow the guidlines  Richtlinien (Prof. Gebhardt). If you are interested in writing your seminar paper with LaTex, you may find a short introduction here.

The Seminar requirements consist of a paper, a presentation, and active participation in class discussion. The presentations will be blocked in June/July. I am flexible regarding timing and will decide together with the participants when the presentations will take place.