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Found 3 papers, 2 papers with code
Deep Learning in Characteristics-Sorted Factor Models
This paper presents an augmented deep factor model that generates latent factors for cross-sectional asset pricing.
Methodology
Deep Learning for Predicting Asset Returns
Deep learning searches for nonlinear factors for predicting asset returns.
Sparse Regularization in Marketing and Economics
Alpha-norm, in contrast to lasso and ridge regularization, jumps to a sparse solution.
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