Paul Glasserman

1. Estimating Security Price Derivatives Using Simulation
   1996/02/01 by Mark Broadie, Paul Glasserman · 8 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Credit Risk and Financial Regulations #Financial Markets and Investment Strategies
2. Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
   2023/09/29 by Paul Glasserman, Caden Lin, Glasserman, Paul +1 · 6 citations
   Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Forecasting Techniques and Applications #General Finance (q-fin.GN) #Stock Market Forecasting Methods
3. New News is Bad News
   2023/09/11 by Paul Glasserman, Glasserman, Paul, Harry Mamaysky +3 · 1 citation
   Economics, Econometrics and Finance · Decision Sciences · #Market Dynamics and Volatility #Financial Markets and Investment Strategies #Stock Market Forecasting Methods