Deep Factor Alpha

By Guanhao Feng, Nicholas G. Polson, Jianeng Xu. 2018

7 citations recorded by the source corpus.

Subfields: Economics & Operations Research

Citations in the corpus

• Bond Risk Premia with Machine Learning∗ (2018, unknown): “An uncontroversial result of the term structure literature is that the first three principal convention is followed by, e.g., Feng et al. (2018) who count only the hidden layers. components – dubbed level, slope and curvature – summarize almost 99% of the information in the cross-section of yields.”