1. The Psychology of Herding -- 2. Market Overreaction Explained -- 3. The Cost of Following the Crowd -- 4. Psychological Drivers of Herding -- 5. Types of Herding Behaviour -- 6. Digital Herding and Technology’s Role -- 7. Rational Vs. Irrational Herding -- Herding’s Hidden Risks and...

We develop a conditional factor model for the term structure of treasury bonds, which unifies non parametric curve estimation with cross-sectional asset pricing. Our factors correspond to the optimal non-parametric basis functions spanning the discount curve. They are investable portfolios...

We introduce a robust, flexible and easy-to-implement method for estimating the yield curve from Treasury securities. This method is non-parametric and optimally learns basis functions in reproducing Hilbert spaces with an economically motivated smoothness reward. We provide a closed-form...

Linear Econometric Models with Machine Learning -- Nonlinear Econometric Models with Machine Learning -- The Use of Machine Learning in Treatment Effect Estimation.-Forecasting with Machine Learning Methods.-Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine...