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02/04/2019
Factor Investing: Hierarchical Ensemble Learning
We present a Bayesian hierarchical framework for both cross-sectional an...
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05/03/2018
Deep Factor Alpha
Deep Factor Alpha provides a framework for extracting nonlinear factors ...
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04/25/2018
Deep Learning for Predicting Asset Returns
Deep learning searches for nonlinear factors for predicting asset return...
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09/01/2017