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person:"Brabazon, Anthony"
~person:"Calvano, Emilio"
~person:"Goldfarb, Avi"
~person:"Goller, Daniel"
~person:"Kelly, Bryan T."
~subject:"Kapitaleinkommen"
~type:"article"
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Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
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pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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Can machines "learn" finance?
Israel, Ronen
;
Kelly, Bryan T.
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Moskowitz, Tobias J.
- In:
Journal of investment management : JOIM
18
(
2020
)
2
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pp. 23-36
Persistent link: https://www.econbiz.de/10012588936
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