Neural Networks and Other Nonparametric Techniques in Economics and Finance

By A. La. 2009

8 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Nicholas G. Polson
2. Jingyu He
3. Guanhao Feng
4. Stéphanie van der Pas
5. Jim E. Griffin
6. Markus Pelger
7. Omer Berat Sezer
8. Daniel M. McNeish

Citations in the corpus

• Deep Learning for Predicting Asset Returns (2018, background): “…economics and finance, see Gal-lant and White (1988a,b); Hornik et al. (1989); Gallant and White (1992); Kuan and White (1994); Hutchinson et al. (1994); Lo (1994); Qi (1999); Jones (2006); Sirignano et al. (2016) and Heaton et al. (2017), deep learning is new to characteristic-based asset pricing.”