Equity2Vec: end-to-end deep learning framework for cross-sectional asset pricing

Qiong Wu 0008, Christopher G. Brinton, Zheng Zhang 0018, Andrea Pizzoferrato, Zhenming Liu, Mihai Cucuringu. Equity2Vec: end-to-end deep learning framework for cross-sectional asset pricing. In Anisoara Calinescu, Lukasz Szpruch, editors, ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021. ACM, 2021. [doi]

Abstract

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