Autoencoder-Asset-Pricing-Models
Asset Pricing Models
Reimplementation of Autoencoder-based asset pricing models with Python and various feature sets.
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
68 stars
3 watching
16 forks
Language: Python
last commit: 5 months ago
Linked from 1 awesome list
asset-pricingautoencoder
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