Publications

Jonathan Chassot, Michael Creel (2023). Constructing Efficient Simulated Moments using Temporal Convolutional Networks.

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Jonathan Chassot (2023). Deep Reinforcement Learning for Portfolio Management: A Simulation Study.

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Francesco Audrino, Jonathan Chassot, Chen Huang, Michael Knaus, Michael Lechner, Juan-Pablo Ortega (2022). How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence from Causal Machine Learning. Journal of Financial Econometrics.

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