[Paper Review] Stock Selection via Nonlinear Multi-Factor Models
Levin, Asriel E. “Stock selection via nonlinear multi-factor models.” Advances in Neural Information Processing Systems. 1996.
Recent posts
[Paper Review] Stock Returns and Future Tense Language in 10-K Reports
Karapandza, Rasa. “Stock returns and future tense language in 10-K reports.” Journal of Banking & Finance 71 (2016): 50-61.
[Paper Review] Deep Portfolio Theory
Heaton, J. B., N. G. Polson, and Jan Hendrik Witte. “Deep learning for finance: deep portfolios.” Applied Stochastic Models in Business and Industry 33.1 (20...