A Deep-Learning Approach in Asset-Pricing Anomalies

Research output

Research output per year 2024 2024 2024

• 1 RGC 21 - Publication in refereed journal

Research output per year

Research output per year

Search results

• 2024

  Deep Learning in Characteristics-Sorted Factor Models

  Feng, G., He, J., Polson, N. G. & Xu, J., Nov 2024, In: Journal of Financial and Quantitative Analysis. 59, 7, p. 3001-3036

  Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

  • Asset Pricing 100%
  • Factor Model 100%
  • Deep Learning Method 100%
  • Firm Characteristic 100%
  • Risk Factor 50%

  39   Link opens in a new tab Citations (Scopus)