Deep Learning in Characteristics-Sorted Factor Models

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

1 - 4 out of 4Page size: 20

Sort by: Start date

Projects

GRF: Regression Tree for Portfolio Optimization and Imbalanced Data
HE, J., FENG, G. G. & HE, X.
1/01/23 → …
Project: Research
GRF: Textual Analysis of Corporate Bond Market
FENG, G. G., HE, X. & WANG, J.
1/01/22 → …
Project: Research
ECS: XBART: A Novel Tree-Based Machine Learning Framework for Regression, Classification and Treatment Effect Estimation
HE, J.
1/01/22 → …
Project: Research
ECS: A Deep-Learning Approach in Asset-Pricing Anomalies
FENG, G. G.
1/01/19 → 10/01/23
Project: Research