Browsing by Subject "Long short-term memory neural network"

Browsing by Subject "Long short-term memory neural network"

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  • Nonlinear asset pricing in Chinese stock market: a deep learning approach 
    Pan, Shuiyang; Long (Cheng), Suwan (Elsevier, 2023-03-24)
    The redesign of asset pricing models failed to integrate the frequent financial phenomenon that stock markets exhibit a non-linear long- and short-term memory structure. The difficulty lies in developing a nonlinear pricing ...