Author of the publication

Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model.

, , , and . CoRR, (2019)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Controlling False Discovery Rates Using Null Bootstrapping., , , and . CoRR, (2021)Deep Learning for Forecasting Stock Returns in the Cross-Section., and . PAKDD (1), volume 10937 of Lecture Notes in Computer Science, page 273-284. Springer, (2018)RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy., , and . DSAA, page 370-379. IEEE, (2020)Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model., , , and . CoRR, (2019)RM-CVaR: Regularized Multiple β-CVaR Portfolio., , and . IJCAI, page 4562-4568. ijcai.org, (2020)Special Track on AI in FinTech.Deep Learning for Multi-factor Models in Regional and Global Stock Markets., and . JSAI-isAI Workshops, volume 12331 of Lecture Notes in Computer Science, page 87-102. Springer, (2019)A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy., , and . CoRR, (2019)Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management., and . ASSE, page 9-15. ACM, (2020)Enhanced Quantile Portfolio for Multifactor Model with Deep Learning., and . IIAI-AAI, page 293-296. IEEE, (2022)SHARAKU: an algorithm for aligning and clustering read mapping profiles of deep sequencing in non-coding RNA processing., , , , , , and . Bioinform., 32 (12): 369-377 (2016)