Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
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Publication:5885115
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Cited in
(5)- Are Latent Factor Regression and Sparse Regression Adequate?
- A method to evaluate the rank condition for CCE estimators
- Estimating latent asset-pricing factors
- Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression
- Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors
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