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HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
Factor model is a fundamental investment tool in quantitative investment, which can be empowered by deep learning to become more flexible and efficient in practical complicated investing situations.
E2EAI: End-to-End Deep Learning Framework for Active Investing
Active investing aims to construct a portfolio of assets that are believed to be relatively profitable in the markets, with one popular method being to construct a portfolio via factor-based strategies.
Factor Investing with a Deep Multi-Factor Model
Modeling and characterizing multiple factors is perhaps the most important step in achieving excess returns over market benchmarks.
Rethinking Trajectory Prediction via "Team Game"
To accurately predict trajectories in multi-agent settings, e. g. team games, it is important to effectively model the interactions among agents.
