Conditional autoencoder asset pricing models for the Korean stock market

This study analyzes the explanatory power of the latent factor conditional asset pricing model for the Korean stock market using an autoencoder. The autoencoder is a type of neural network in machine learning that can extract latent factors. Specifically, we apply the conditional autoencoder (CA) mo...

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Detalles Bibliográficos
Autores principales: Kim, Eunchong, Cho, Taehee, Koo, Bonha, Kang, Hyoung-Goo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10389732/
https://www.ncbi.nlm.nih.gov/pubmed/37523358
http://dx.doi.org/10.1371/journal.pone.0281783

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10389732/
https://www.ncbi.nlm.nih.gov/pubmed/37523358
http://dx.doi.org/10.1371/journal.pone.0281783

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