Factor-GAN
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资源简介:
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



