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Large (and Deep) Factor Models
Feb. 13, 2024, 5:43 a.m. | Bryan Kelly Boris Kuznetsov Semyon Malamud Teng Andrea Xu
cs.LG updates on arXiv.org arxiv.org
black box box cs.ce cs.lg deep learning deep neural network dnn linear network neural network non-linear optimization portfolio pricing prove q-fin.st stochastic
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