Autoencoder asset pricing models (Q2658795): Difference between revisions

@@ Property / describes a project that uses @@
+Adam
@@ Property / describes a project that uses: Adam / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2020.07.009
+Normal rank
@@ Property / OpenAlex ID @@
+W3122785968
@@ Property / OpenAlex ID: W3122785968 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Using principal component analysis to estimate a high dimensional factor model with high-frequency data
+Normal rank
@@ Property / cites work @@
+Improved penalization for determining the number of factors in approximate factor models
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Auto-association by multilayer perceptrons and singular value decomposition
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Efficient Semiparametric Estimation of the Fama-French Model and Extensions
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+Projected principal component analysis in factor models
+Normal rank
@@ Property / cites work @@
+Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
+Normal rank
@@ Property / cites work @@
+Q5270493
@@ Property / cites work: Q5270493 / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in the General Dynamic Factor Model
+Normal rank
@@ Property / cites work @@
+Reducing the Dimensionality of Data with Neural Networks
+Normal rank
@@ Property / cites work @@
+A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
+Normal rank
@@ Property / cites work @@
+The three-pass regression filter: a new approach to forecasting using many predictors
+Normal rank
@@ Property / cites work @@
+Estimation of random coefficients logit demand models with interactive fixed effects
+Normal rank