Autoencoder asset pricing models (Q2658795)
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scientific article; zbMATH DE number 7327202
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Autoencoder asset pricing models |
scientific article; zbMATH DE number 7327202 |
Statements
Autoencoder asset pricing models (English)
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24 March 2021
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stock returns
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conditional asset pricing model
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nonlinear factor model
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machine learning
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autoencoder
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neural networks
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big data
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0.7258763313293457
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0.7230859398841858
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0.6785269975662231
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0.6748526096343994
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0.6720820069313049
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