2 papers
q-fin.ST2024
Large and Deep Factor Models
Bryan Kelly, Boris Kuznetsov, Semyon Malamud +1
We show that a deep neural network (DNN) trained to construct a stochastic discount factor (SDF) admits an additive decomposition separating nonlinear characteristic discovery from…
cs.SD2024
StemGen: A music generation model that listens
Julian D. Parker, Janne Spijkervet, Katerina Kosta +6
End-to-end generation of musical audio using deep learning techniques has seen an explosion of activity recently. However, most models concentrate on generating fully mixed music i…