Factor Investing with a Deep Multi-Factor Model

Published in NeurIPS 2022 Workshop on GLInd (arXiv:2210.12462), 2022

Recommended citation: Wei, Z., Dai, B., & Lin, D. (2022). "Factor Investing with a Deep Multi-Factor Model." NeurIPS 2022 Workshop on GLInd; arXiv:2210.12462. https://arxiv.org/abs/2210.12462