research
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06/20/2022
Deep Partial Least Squares for Empirical Asset Pricing
We use deep partial least squares (DPLS) to estimate an asset pricing mo...
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04/09/2020
Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks
Industrial forecasting has entered an era of unprecedented growth in the...
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03/18/2019
Deep Fundamental Factor Models
Deep fundamental factor models are developed to interpret and capture no...
research
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05/27/2017