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Autoencoder-Asset-Pricing-Models

by RichardS0268

Pythonpushed about 2 years ago

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

AI summary

Asset Pricing Models

Reimplementation of Autoencoder-based asset pricing models with Python and various feature sets.

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View on GitHubpapers.ssrn.com/sol3/papers.cfm?abstract_id=3335536

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