25 citations · 25 across the 1 of their papers we have counts for
2 papers
cs.LG2021★ 25 cited
Deep Sequence Modeling: Development and Applications in Asset Pricing
Lin William Cong, Ke Tang, Jingyuan Wang +1
We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential…
q-fin.TR2019
AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
Jingyuan Wang, Yang Zhang, Ke Tang +2
Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great rese…