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RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy.

Kei NakagawaMasaya AbeJunpei Komiyama
Published in: DSAA (2020)
Keyphrases
  • cross sectional
  • deep learning
  • neural network
  • investment strategies
  • feature selection
  • multiscale
  • knn
  • principal component analysis
  • region of interest