Zhichen Lu, Wen Long, Jiashuai Zhang, Yingjie Tian. Factor Integration Based on Neural Networks for Factor Investing. In João M. F. Rodrigues, Pedro J. S. Cardoso, Jânio M. Monteiro, Roberto Lam, Valeria V. Krzhizhanovskaya, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2019 - 19th International Conference, Faro, Portugal, June 12-14, 2019, Proceedings, Part III. Volume 11538 of Lecture Notes in Computer Science, pages 286-292, Springer, 2019. [doi]
Abstract is missing.