Machine Learning in Finance

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2. Volatility_Dictionaries Volatility_Dictionaries Public

   Sharing the volatility dictionaries

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3. The_Risk_of_Finance_Words The_Risk_of_Finance_Words Public

   The replication code for paper The Risk of Finance Words

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4. Volatility_Dictionary Volatility_Dictionary Public

5. Belt_and_Road Belt_and_Road Public

   We use text analysis to construct two indicators of firms' engagement in BRI, and then explore their impact on firms' stock returns.

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