Kei Nakagawa, Masaya Abe, Junpei Komiyama. RIC-NN: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy. In Geoffrey I. Webb, Zhongfei Zhang, Vincent S. Tseng, Graham Williams, Michalis Vlachos, Longbing Cao, editors, 7th IEEE International Conference on Data Science and Advanced Analytics, DSAA 2020, Sydney, Australia, October 6-9, 2020. pages 370-379, IEEE, 2020. [doi]
Abstract is missing.