A Deep Temporal Factor Analysis Method for Large Scale Financial Portfolio Selection

Yao Zhou, Ruidan Su, Shikui Tu, Lei Xu 0001. A Deep Temporal Factor Analysis Method for Large Scale Financial Portfolio Selection. In IEEE International Conference on Acoustics, Speech and Signal Processing ICASSP 2023, Rhodes Island, Greece, June 4-10, 2023. pages 1-5, IEEE, 2023. [doi]

Abstract

Abstract is missing.