Deep Fundamental Factor Models

18 March 2019

Papers citing "Deep Fundamental Factor Models"

12 / 12 papers shown

Title
Significance Tests for Neural Networks Enguerrand Horel K. Giesecke 34 55 0 16 Feb 2019
Implicit Self-Regularization in Deep Neural Networks: Evidence from Random Matrix Theory and Implications for Learning Charles H. Martin Michael W. Mahoney AI4CE 101 201 0 02 Oct 2018
A Simple and Effective Model-Based Variable Importance Measure Brandon M. Greenwell Bradley C. Boehmke Andrew J. McCarthy FAtt TDI 36 229 0 12 May 2018
Deep Learning for Predicting Asset Returns Guanhao Feng Jingyu He Nicholas G. Polson 48 58 0 25 Apr 2018
Posterior Concentration for Sparse Deep Learning Nicholas G. Polson Veronika Rockova UQCV BDL 178 88 0 24 Mar 2018
Deep Learning for Spatio-Temporal Modeling: Dynamic Traffic Flows and High Frequency Trading M. Dixon Nicholas G. Polson Vadim Sokolov AI4TS 57 67 0 27 May 2017
TensorFlow: A system for large-scale machine learning Martín Abadi P. Barham Jianmin Chen Zhiwen Chen Andy Davis ... Vijay Vasudevan Pete Warden Martin Wicke Yuan Yu Xiaoqiang Zhang GNN AI4CE 433 18,350 0 27 May 2016
Classification-based Financial Markets Prediction using Deep Neural Networks M. Dixon Diego Klabjan J. Bang 31 174 0 29 Mar 2016
Benefits of depth in neural networks Matus Telgarsky 354 608 0 14 Feb 2016
Sufficient Forecasting Using Factor Models Jianqing Fan Lingzhou Xue Jiawei Yao AI4TS 60 77 0 27 May 2015
Deep Learning and the Information Bottleneck Principle Naftali Tishby Noga Zaslavsky DRL 204 1,584 0 09 Mar 2015
On the Number of Linear Regions of Deep Neural Networks Guido Montúfar Razvan Pascanu Kyunghyun Cho Yoshua Bengio 88 1,254 0 08 Feb 2014