Deep Learning for Forecasting Stock Returns in the Cross-Section.
Masaya AbeHideki NakayamaPublished in: PAKDD (1) (2018)
Keyphrases
- deep learning
- cross section
- stock returns
- cross sectional
- financial time series
- wavelet support vector machine
- stock market
- unsupervised learning
- short term
- machine learning
- mental models
- non stationary
- financial data
- stock price
- financial markets
- long term
- exchange rate
- ct scans
- weakly supervised
- fully automatic
- object recognition
- data mining