5 citations · 5 across the 4 of their papers we have counts for
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q-fin.ST2024
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
Achintya Gopal
The use of machine learning for statistical modeling (and thus, generative modeling) has grown in popularity with the proliferation of time series models, text-to-image models, and…
q-fin.ST2024
NeuralBeta: Estimating Beta Using Deep Learning
Yuxin Liu, Jimin Lin, Achintya Gopal
Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like he…
q-fin.ST2023★ 5 cited
Generative Machine Learning for Multivariate Equity Returns
Ruslan Tepelyan, Achintya Gopal
The use of machine learning to generate synthetic data has grown in popularity with the proliferation of text-to-image models and especially large language models. The core methodo…