Autoencoder asset pricing models (Q2658795)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoencoder asset pricing models |
scientific article |
Statements
Autoencoder asset pricing models (English)
0 references
24 March 2021
0 references
stock returns
0 references
conditional asset pricing model
0 references
nonlinear factor model
0 references
machine learning
0 references
autoencoder
0 references
neural networks
0 references
big data
0 references
0 references
0 references
0 references
