We investigated the value of credit borrowers’ social media posts, such as microblog posts, in the prediction of their credit risk. We used a mixed methodology to enhance credit assessment models with theory-driven features. On the basis of general strain theory, we proposed a set of...

The widespread use of digital devices has enabled firms to collect and accumulate massive data that can be used to improve product quality. In this way, data has become one of the essential driving forces for value production and serve as a new factor of production. This paper employs a...

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing.I investigate various deep learning methods for asset pricing, especially for risk premia measurement. All models take the same set...