Inside the model
What can its architecture, representations, and internal probabilities tell us about how it reasons?
University of Melbourne · Finance
Assistant Professor (Senior Lecturer) of Finance
I study how artificial intelligence works and what it changes in financial markets.
Research agenda
I want to understand the mechanisms of AI—from the mathematics and code behind a model to its short- and long-term effects on financial markets.
What can its architecture, representations, and internal probabilities tell us about how it reasons?
How does AI turn financial text and data into forecasts, confidence, and decisions?
What changes immediately in prices, and what persists in returns over time?
Also in my research: asset pricing, with a focus on machine learning and large factor models.
Selected work
With Hui Chen, Mohammad Pourmohammadi, Luciano Somoza, and Hanqing Tian
With Hui Chen and Luciano Somoza
With Bryan Kelly, Mohammad Pourmohammadi, and Hanqing Tian
With Mohammad Pourmohammadi
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