Deep Learning for Forecasting Stock Returns in the Cross-Section.
Masaya AbeHideki NakayamaPublished in: CoRR (2018)
Keyphrases
- cross section
- deep learning
- stock returns
- cross sectional
- financial time series
- stock market
- wavelet support vector machine
- short term
- unsupervised learning
- exchange rate
- machine learning
- mental models
- weakly supervised
- stock price
- financial data
- developed countries
- non stationary
- financial markets
- data mining
- co occurrence
- text mining
- object recognition
- stock data
- three dimensional