Deep Learning for Predicting Asset Returns

25 April 2018

Papers citing "Deep Learning for Predicting Asset Returns"

10 / 10 papers shown

Title
Non-linear dimension reduction in factor-augmented vector autoregressions K. Klieber 21 2 0 09 Sep 2023
Deep Partial Least Squares for Empirical Asset Pricing M. Dixon Nicholas G. Polson Kemen Goicoechea 26 2 0 20 Jun 2022
Forex Trading Volatility Prediction using Neural Network Models Shujian Liao Jian Chen Hao Ni 11 2 0 02 Dec 2021
Deep Sequence Modeling: Development and Applications in Asset Pricing Lingbo Cong Ke Tang Jingyuan Wang Yang Zhang 24 15 0 20 Aug 2021
Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices Nadja Klein M. Smith David J. Nott BDL AI4TS 24 25 0 05 Oct 2020
A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees Parisa Golbayani I. Florescu Rupak Chatterjee 11 74 0 13 Jul 2020
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 Omer Berat Sezer M. U. Gudelek A. Ozbayoglu AI4TS 38 995 0 29 Nov 2019
Deep Fundamental Factor Models M. Dixon Nicholas G. Polson 28 9 0 18 Mar 2019
Deep Learning: Computational Aspects Nicholas G. Polson Vadim Sokolov PINN BDL AI4CE 29 14 0 26 Aug 2018
Deep Learning Nicholas G. Polson Vadim Sokolov AI4CE BDL 43 1 0 20 Jul 2018