7 citations · 12 across the 5 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
q-fin.ST2020★ 2 cited
Neural Network-based Automatic Factor Construction
Jie Fang, Jianwu Lin, Shutao Xia +3
Instead of conducting manual factor construction based on traditional and behavioural finance analysis, academic researchers and quantitative investment managers have leveraged Gen…
cs.LG2020★ 2 cited
Prior knowledge distillation based on financial time series
Jie Fang, Jianwu Lin
One of the major characteristics of financial time series is that they contain a large amount of non-stationary noise, which is challenging for deep neural networks. People normall…