ChoiInYeol/korea-deep-factor

Deep-learning factor models for Korean equity asset pricing — autoencoder-style conditional beta networks (Gu, Kelly, Xiu 2021) applied to KR market data.

语言：Jupyter Notebook · GitHub 星标：4 · Fork：2

话题：asset-pricing · deep-learning · factor-models · pytorch · quantitative-finance

在 GitHub 上查看原仓库