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]
@inproceedings{WuBZPLC21,
title = {Equity2Vec: end-to-end deep learning framework for cross-sectional asset pricing},
author = {Qiong Wu 0008 and Christopher G. Brinton and Zheng Zhang 0018 and Andrea Pizzoferrato and Zhenming Liu and Mihai Cucuringu},
year = {2021},
doi = {10.1145/3490354.3494409},
url = {https://doi.org/10.1145/3490354.3494409},
researchr = {https://researchr.org/publication/WuBZPLC21},
cites = {0},
citedby = {0},
booktitle = {ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021},
editor = {Anisoara Calinescu and Lukasz Szpruch},
publisher = {ACM},
isbn = {978-1-4503-9148-1},
}