most citedConditional Density Estimation with Neural Networks: Best Practices and Benchmarks

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q-fin.ST2026

Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO

Jin Du, Alexander Walter, Maxim Ulrich

We test whether 168 short-horizon price-volume signals from the Alpha191 library, originally developed for China's retail-dominated A-share market, contain pricing information for…