Deep Learning in Characteristics-Sorted Factor Models.
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| Title: | Deep Learning in Characteristics-Sorted Factor Models. |
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| Authors: | Feng, Guanhao1 (AUTHOR) gavin.feng@cityu.edu.hk, He, Jingyu1 (AUTHOR) jingyuhe@cityu.edu.hk, Polson, Nicholas G.2 (AUTHOR) ngp@chicagobooth.edu, Xu, Jianeng2 (AUTHOR) jianeng.xu@chicagobooth.edu |
| Source: | Journal of Financial & Quantitative Analysis. Nov2024, Vol. 59 Issue 7, p3001-3036. 36p. |
| Database: | Business Source Ultimate |
| ISSN: | 00221090 |
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| DOI: | 10.1017/S0022109023000893 |
