Masaya Abe, Hideki Nakayama. Deep Learning for Forecasting Stock Returns in the Cross-Section. In Dinh Q. Phung, Vincent S. Tseng, Geoffrey I. Webb, Bao Ho, Mohadeseh Ganji, Lida Rashidi, editors, Advances in Knowledge Discovery and Data Mining - 22nd Pacific-Asia Conference, PAKDD 2018, Melbourne, VIC, Australia, June 3-6, 2018, Proceedings, Part I. Volume 10937 of Lecture Notes in Computer Science, pages 273-284, Springer, 2018. [doi]
Abstract is missing.