Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model - Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi

Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model - Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi | Arena