Neural network-based automatic factor construction
Year of publication: |
2020
|
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Authors: | Fang, Jie ; Lin, Jianwu ; Xia, Shutao ; Xia, Zhikang ; Hu, Shenglei ; Liu, Xiang ; Jiang, Yong |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 12, p. 2101-2114
|
Subject: | Deep learning | Factor construction | Neural network | Quantitative investment |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/14697688.2020.1814039 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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