Asset pricing via deep graph learning to incorporate heterogeneous predictors-Reference-Cited by-同舟云学术

Asset pricing via deep graph learning to incorporate heterogeneous predictors

Published:2022-07-13 Issue:11 Volume:37 Page:8462-8489
ISSN:0884-8173
Container-title:International Journal of Intelligent Systems
language:en
Short-container-title:Int J of Intelligent Sys

Author:

Huang Jiwen¹,Xing Rong²^ORCID,Li Qing²^ORCID

Affiliation:

1. Financial Innovation Center, School of Economic Information Engineering Southwestern University of Finance and Economics Chengdu Sichuan China

2. Key Laboratory of Financial Intelligence and Financial Engineering of Sichuan Province, School of Economic Information Engineering Southwestern University of Finance and Economics Chengdu Sichuan China

Funder

Fundamental Research Funds for the Central Universities

National Natural Science Foundation of China

Publisher

Hindawi Limited

Subject

Artificial Intelligence,Human-Computer Interaction,Theoretical Computer Science,Software

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/int.22950

Reference66 articles.

1. Shared analyst coverage: Unifying momentum spillover effects

2. Common risk factors in the returns on stocks and bonds

3. Giving Content to Investor Sentiment: The Role of Media in the Stock Market

4. More Than Words: Quantifying Language to Measure Firms' Fundamentals

5. Empirical Asset Pricing via Machine Learning

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