Masaya Abe, Kei Nakagawa. Enhanced Quantile Portfolio for Multifactor Model with Deep Learning. In Tokuro Matsuo, Kunihiko Takamatsu, Yuichi Ono, editors, 12th International Congress on Advanced Applied Informatics, IIAI-AAI 2022, Kanazawa, Japan, July 2-8, 2022. pages 293-296, IEEE, 2022. [doi]
Abstract is missing.