Kemen Goicoechea

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 1

Top Topics

High Dimensionality

Partial Least Squares

Discriminant Analysis

Principal Component Regression

Top Venues

Publications

Matthew F. Dixon, Nicholas G. Polson, Kemen Goicoechea
Deep Partial Least Squares for Empirical Asset Pricing. CoRR (2022)