Autoencoder asset pricing models

Journal of Econometrics 2020 / 7

Autoencoder asset pricing models

Gu, Shihao, Kelly, Bryan, Xiu, Dacheng
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Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2020.07.009
Date:
July, 2020
File:
PDF, 930 KB
2020
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