The following pages link to Autoencoder asset pricing models (Q2658795):
Displayed 5 items.
- Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906) (← links)
- Editorial for the special issue on financial econometrics in the age of the digital economy (Q2658785) (← links)
- Deep differentiable reinforcement learning and optimal trading (Q5092657) (← links)
- A penalized two-pass regression to predict stock returns with time-varying risk premia (Q6090588) (← links)
- Deep-learning models for forecasting financial risk premia and their interpretations (Q6166211) (← links)