5 citations · 10 across the 6 of their papers we have counts for
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cs.LG2019★ 5 cited
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
Qiong Wu, Christopher G. Brinton, Zheng Zhang +3
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not full…
cs.DS2019★ 2 cited
Adaptive Reduced Rank Regression
Qiong Wu, Felix Ming Fai Wong, Zhenming Liu +2
We study the low rank regression problem $\my = M\mx + ε$, where $\mx$ and $\my$ are and dimensional vectors respectively. We consider the extreme high-dimensional sett…