Structural Deep Learning in Conditional Asset Pricing-Reference-Cited by-同舟云学术

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Structural Deep Learning in Conditional Asset Pricing

Published:2022 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fan Jianqing,Ke Zheng,Liao Yuan,Neuhierl Andreas

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference75 articles.

1. Testing conditional factor models;A Ang;Journal of Financial Economics,2012

2. Implicit regularization in deep matrix factorization;S Arora;Advances in Neural Information Processing Systems,2019

3. Determining the number of factors in approximate factor models;J Bai;Econometrica,2002

4. A penalized two-pass regression to predict stock returns with time-varying risk premia;G Bakalli;Swiss Finance Institute Research,2021

5. No arbitrage and arbitrage pricing: A new approach;R Bansal;The Journal of Finance,1993

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Virtue of Complexity in Return Prediction;The Journal of Finance;2023-12-21

2. Deep Learning in Characteristics-Sorted Factor Models;Journal of Financial and Quantitative Analysis;2023-07-24

3. Beta-Sorted Portfolios;Staff Reports (Federal Reserve Bank of New York);2023-07

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