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Source: investors-corner.bnpparibas-am.com Deep learning and asset pricing models Following our first post, we now discuss the “Deep Learning in Asset Pricing” paper of Guanhao Feng from City University of Hong Kong. This proposes a departure from machine learning research that attempts to forecast directly financial asset returns and stumbles on the problem of a low signal-to-noise ratio in such returns. Instead, and to Read More

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Artificial Intelligence