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]
@inproceedings{AbeN18,
title = {Deep Learning for Forecasting Stock Returns in the Cross-Section},
author = {Masaya Abe and Hideki Nakayama},
year = {2018},
doi = {10.1007/978-3-319-93034-3_22},
url = {https://doi.org/10.1007/978-3-319-93034-3_22},
researchr = {https://researchr.org/publication/AbeN18},
cites = {0},
citedby = {0},
pages = {273-284},
booktitle = {Advances in Knowledge Discovery and Data Mining - 22nd Pacific-Asia Conference, PAKDD 2018, Melbourne, VIC, Australia, June 3-6, 2018, Proceedings, Part I},
editor = {Dinh Q. Phung and Vincent S. Tseng and Geoffrey I. Webb and Bao Ho and Mohadeseh Ganji and Lida Rashidi},
volume = {10937},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-93034-3},
}