Deep Learning and the Cross-Section of Stock Returns: Neural Networks Combining Price and Fundamental Information

SSRN Electronic Journal ◽

10.2139/ssrn.3179281 ◽

2018 ◽

Author(s):

Bo Zhou

Keyword(s):

Neural Networks ◽

Deep Learning ◽

Stock Returns ◽

Cross Section ◽

Fundamental Information ◽

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Deep Learning for Forecasting Stock Returns in the Cross-Section

Advances in Knowledge Discovery and Data Mining - Lecture Notes in Computer Science ◽

10.1007/978-3-319-93034-3_22 ◽

2018 ◽

pp. 273-284 ◽

Author(s):

Masaya Abe ◽

Hideki Nakayama

Keyword(s):

Deep Learning ◽

Stock Returns ◽

Cross Section ◽

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Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock Returns

The Journal of Investing ◽

10.3905/joi.2019.1.108 ◽

2019 ◽

Vol 29 (1) ◽

pp. 6-17

Author(s):

Edward N. W. Aw ◽

Joshua Jiang ◽

John Q. Jiang

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Stock Returns ◽

Cross Section ◽

Factor Investing ◽

Expected Stock Returns ◽

Artificial Neural ◽

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Seasonality in the Cross-Section of Stock Returns

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

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As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

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Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

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Seasonality in the Cross Section of Stock Returns: The International Evidence

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

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Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

10.2469/dig.v39.n3.42 ◽

2009 ◽

Vol 39 (3) ◽

pp. 75-77

Author(s):

Chirag B. Patel

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

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Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

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Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns

10.2469/dig.v47.n2.7 ◽

2017 ◽

Vol 47 (2) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

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