Explaining the Unconditional Value Premium using Neural Networks
Hans Ligtenberg
- Research Master Defense
Hans Ligtenberg
Yasmine van der Straten
Gabriele Mingoli
Tolga Özden
Magda Rola-Janicka
Lingwei Kong
Timo Klein
Yang Zhong
Bo Andree
Yacine Ait-Sahalia (Princeton University, United States)
Alberto Manconi (Bocconi University, Italy)
Lorraine Dearden (IFS and UCL, United Kingdom)
Camille Cornand (University of Lyon, France)
Oliver Schenker (Frankfurt School of Finance & Management, Germany)
Raquel Fernandez (New York University, United States)
Bob Slonim (University of Sydney, Australia)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Roman Andres Zarate (BRIQ institute Bonn, Germany)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Yves Le Yaoaunq (Ludwig-Maximilians-Universität, Germany)