A Deep-Learning Approach in Asset-Pricing Anomalies

FENG, Guanhao Gavin (Principal Investigator / Project Coordinator)

Project: Research

1 RGC 21 - Publication in refereed journal

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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
39 Link opens in a new tab Citations (Scopus)