A Financial Brain Scan of the LLM
With Hui Chen, Mohammad Pourmohammadi, Luciano Somoza, and Hanqing Tian
University of Melbourne · Finance
Antoine Didisheim
Assistant Professor (Senior Lecturer) of Finance
I study how artificial intelligence works and what it changes in financial markets.
Research agenda
Understanding machine learning and AI in finance
My research centres on the idea that studying machine learning and AI in finance requires a deep understanding of both finance and how these technologies work. I study two sides of that question: how to develop new applications of these technologies in financial research, and how their growing use may change financial markets. Both call for studying the models’ mechanisms, biases, and limits in the context of financial problems. My particular focus is asset pricing.
Selected work
Recent research
Out of the Black Box: Uncertainty Quantification for LLMs via Conditional Probabilities
With Hui Chen and Luciano Somoza
The Inefficient Pricing of News
With Bryan Kelly, Mohammad Pourmohammadi, and Hanqing Tian
Characteristic Correlations Matter
With Mohammad Pourmohammadi
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