Deep Learning in Characteristics-Sorted Factor Models.

MLA

Feng, Guanhao, et al. “Deep Learning in Characteristics-Sorted Factor Models.” Journal of Financial & Quantitative Analysis, vol. 59, no. 7, Nov. 2024, pp. 3001–36. EBSCOhost, https://doi.org/10.1017/S0022109023000893.

APA

Feng, G., He, J., Polson, N. G., & Xu, J. (2024). Deep Learning in Characteristics-Sorted Factor Models. Journal of Financial & Quantitative Analysis, 59(7), 3001–3036. https://doi.org/10.1017/S0022109023000893

Chicago

Feng, Guanhao, Jingyu He, Nicholas G. Polson, and Jianeng Xu. 2024. “Deep Learning in Characteristics-Sorted Factor Models.” Journal of Financial & Quantitative Analysis 59 (7): 3001–36. doi:10.1017/S0022109023000893.