Nonlinear asset pricing in Chinese stock market : a deep learning approach
Shuiyang Pan, Suwan(Cheng) Long, Yiming Wang, Ying Xie
| Year of publication: |
2023
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|---|---|
| Authors: | Pan, Shuiyang ; Long, Suwan ; Wang, Yiming ; Xie, Ying |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-9
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| Subject: | Deep learning | Long–short-term memory neural network | Nonlinear asset pricing | Neuronale Netze | Neural networks | China | CAPM | Aktienmarkt | Stock market | Lernprozess | Learning process | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Börsenkurs | Share price | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014460620