6 citations · 6 across the 1 of their papers we have counts for
2 papers
q-fin.ST2020
Choosing News Topics to Explain Stock Market Returns
Paul Glasserman, Kriste Krstovski, Paul Laliberte +1
We analyze methods for selecting topics in news articles to explain stock returns. We find, through empirical and theoretical results, that supervised Latent Dirichlet Allocation (…
math.HO2006★ 6 cited
A Conversation with Chris Heyde
Paul Glasserman, Steven Kou
Born in Sydney, Australia, on April 20, 1939, Chris Heyde shifted his interest from sport to mathematics thanks to inspiration from a schoolteacher. After earning an M.Sc. degree f…