Nonlinear asset pricing in Chinese stock market : a deep learning approach
Year of publication: |
2023
|
---|---|
Authors: | Pan, Shuiyang ; Long, Suwan ; Wang, Yiming ; Xie, Ying |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-9
|
Subject: | Deep learning | Long–short-term memory neural network | Nonlinear asset pricing | Neuronale Netze | Neural networks | Theorie | Theory | CAPM | Aktienmarkt | Stock market | China | Lernprozess | Learning process | Nichtlineare Regression | Nonlinear regression |
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