A Deep Temporal Factor Analysis Method for Large Scale Financial Portfolio Selection

Autor: Yao Zhou, Ruidan Su, Shikui Tu, Lei Xu
Rok vydání: 2023
Zdroj: ICASSP 2023 - 2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
DOI: 10.1109/icassp49357.2023.10095847
Databáze: OpenAIRE