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Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors
  to Improve Covariance Matrix Estimation
v1v2 (latest)

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

12 July 2021
Hengxu Lin
Dong Zhou
Yuante Li
Jiang Bian
ArXiv (abs)PDFHTML

Papers citing "Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation"

4 / 4 papers shown
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and
  Regime-Switch VAE
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAEInternational Joint Conference on Artificial Intelligence (IJCAI), 2023
Zikai Wei
Anyi Rao
Bo Dai
Dahua Lin
211
7
0
05 Jun 2023
E2EAI: End-to-End Deep Learning Framework for Active Investing
E2EAI: End-to-End Deep Learning Framework for Active InvestingInternational Conference on AI in Finance (ICAF), 2023
Zikai Wei
Bo Dai
Dahua Lin
AI4TS
340
5
0
25 May 2023
Style Miner: Find Significant and Stable Explanatory Factors in Time
  Series with Constrained Reinforcement Learning
Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning
Dapeng Li
Feiyang Pan
Jia He
Zhiwei Xu
Dandan Tu
Guoliang Fan
AI4TS
197
3
0
21 Mar 2023
Factor Investing with a Deep Multi-Factor Model
Factor Investing with a Deep Multi-Factor Model
Zikai Wei
Bo Dai
Dahua Lin
AIFin
300
5
0
22 Oct 2022
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