非线性因子模型中基于深度学习的残差:低信噪比下收益的精度矩阵估计

Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio

Journal of Econometrics · 2025
被引 0
人大 AABS 4
金融计量经济学深度学习因子模型高维统计资产定价