Deep Learning in Characteristics-Sorted Factor Models

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

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Keyphrases

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Factor Model Keyphrases
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Firm Characteristic... Keyphrases
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Deep Learning Keyphrases
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Hidden Layer Keyphrases
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Risk Factors Keyphrases
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Nonlinear Modeling Keyphrases
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Latent Factors Keyphrases
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Business Schools Keyphrases
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Asset Pricing Keyphrases
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Cross-sectional Ret... Keyphrases
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Deep Learning Frame... Keyphrases
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Pricing Errors Keyphrases
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Long-Short Keyphrases
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Factor Portfolios Keyphrases
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Portfolio Weights Keyphrases
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Cross-sectional Ass... Keyphrases
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Pricing Performance Keyphrases

INIS

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learning INIS
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assets INIS
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errors INIS
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performance INIS
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weight INIS
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layers INIS
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business INIS
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economics INIS
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modeling INIS
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nonlinear problems INIS
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risks INIS
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investment INIS
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sorting INIS
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schools INIS
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security INIS

Engineering

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Characteristics Engineering
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Model Engineering
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Deep Learning Metho... Engineering
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Pricing Engineering
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Performance Engineering
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Mechanisms Engineering
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Economics Engineering
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Error Engineering
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Objective Function Engineering
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Hidden Layer Engineering
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Latent Factor Engineering
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Source Characterist... Engineering
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Mathematical Model Engineering
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Investment Engineering

Economics, Econometrics and Finance

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Asset Pricing Economics, Econometrics a...
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Learning Economics, Econometrics a...
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Factor Model Economics, Econometrics a...
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Enterprise Economics, Econometrics a...
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Economics Economics, Econometrics a...
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Investment Economics, Econometrics a...
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Return Economics, Econometrics a...
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Security Economics, Econometrics a...
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Risk Factor Economics, Econometrics a...
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Scientific Modellin... Economics, Econometrics a...
Research OutputsResearch Output authored by Deep Learning in Characteristics-Sorted Factor Models is tagged with the concept