What’s an Investor Network, how to build one, and what can we do with it?
Yu Zhu (祝宇)
Ph.D. Candidate, Information SystemsUniversity of Utah, USA
Ph.D., FinanceZhejiang University, China
One table to compare popular tokenization methods: BPE, WordPiece, and SentencePiece.
This article comapres the implementation details between the original Transformer and GPT. These tricks are critical to performance but not always explained in the paper.
In a setting of PEAD (post-earnings-announcement-drift) prediction using earnings call transcripts, I found Transformers (deep learning models) have a larger performance lead on extreme data points (data at the tails of the distribution).
A highly efficient (>10x speedup) and concise (core part is less than 40 lines) event study R program that replicates WRDS’s SAS version.
How date and time are stored/processed in R and SAS, and how to use them wisely in WRDS or in your daily programming.
As a Git non-prouser, I found these tips very helpful.
Some facts on earnings announcement and analyst revision that you may not know before.
How to choose the right expected return model?
Quick recipe for a synthetic control study
Quick recipe for a DD study
Under what conditions does a significant coefficient means causality?
Bypass WRDS’s DUO verification
Downloading with Rsync could be 10X to 100X faster than downloading from Web or PostgreSQL
Indexing a row from Pandas is order of magnitudes slower than indexing from a native
10K/Q are only available to the public several days after the fiscal period end, how does WRDS Factors deal with that?
How to extract items from 10K/Q files
Find the millisecond-level earnings event time by combining Captial IQ and RavenPack
The issue and my conversation with WRDS
How to query the surrounding days given an event?