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q-fin.ST2019★ 17 cited
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy
Kei Nakagawa, Masaya Abe, Junpei Komiyama
Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. St…
q-fin.ST2018
Deep Learning for Forecasting Stock Returns in the Cross-Section
Masaya Abe, Hideki Nakayama
Many studies have been undertaken by using machine learning techniques, including neural networks, to predict stock returns. Recently, a method known as deep learning, which achiev…