1 code implementation • 24 Mar 2023 • Jason Zhu, Arijit Khan, Cuneyt Gurcan Akcora
However, analyzing these networks remains challenging due to the sheer volume and complexity of the data.
no code implementations • 11 Mar 2019 • Luyang Chen, Markus Pelger, Jason Zhu
We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation.