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"Enhanced Quantile Portfolio for Multifactor Model with Deep Learning."

Masaya Abe, Kei Nakagawa (2022)

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DOI: 10.1109/IIAIAAI55812.2022.00066

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Masaya Abe, Kei Nakagawa:
Enhanced Quantile Portfolio for Multifactor Model with Deep Learning. IIAI-AAI 2022: 293-296

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