Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing

Keyphrases

• Deep Learning Framework 100%
• End-to-end Deep Learning 100%
• Cross-sectional Asset Pricing 100%
• Suboptimal Performance 50%
• Heterogeneous Data 50%
• Graph-based 50%
• Existing State 50%
• Financial Technology 50%
• Market Trading 50%
• Alpha Source 50%
• Technical Indicators 50%
• World Stock Market 50%
• Cross-sectional Effects 50%
• Financial News 50%
• Trading Simulation 50%

Computer Science

• Learning Framework 100%
• Deep Learning 100%
• Experimental Result 50%
• Optimal Performance 50%
• Heterogeneous Data Set 50%

Economics, Econometrics and Finance

• Asset Pricing 100%