Deep Learning Factor Alpha
碩士 === 國立中山大學 === 金融創新產業碩士專班 === 107 === This study is constructed based on the Fama and French factor model, using the advantages of deep learning to determine the nonlinear relationship between firm characteristics. The purpose of the study is to minimize the pricing error between cross-sectional...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6bt6eb |