Out-of-sample total R<sup>2</sup> for individual stocks.
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This table reports the out-of-sample total R2 (%) for individual stocks using observable Fama–French (FF) factor models and conditional autoencoder (CA) models (CA0 through CA3). It presents the results of applying latent factors from 1 to 6 to each model.
创建时间：
2023-07-31
