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Factor-GAN

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Figshare2024-04-26 更新2026-04-08 收录
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This paper introduces Factor-GAN, an innovative framework that utilizes Generative Adversarial Networks (GAN) technology for factor investing. Leveraging a comprehensive factor database comprising 70 firm characteristics, Factor-GAN integrates deep learning techniques with the multi-factor pricing model, thereby elevating the precision and stability of investment strategies.

提供机构:
Wang, Jiawei
创建时间:
2024-04-26
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