scholarly journals Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models

2018 ◽  
Author(s):  
Andries van Vlodrop ◽  
Andre Lucas
Keyword(s):  
Factor Models ◽  
Estimation Risk ◽  
Fundamental Factor

scholarly journals Fundamental Factor Models Using Machine Learning

2018 ◽  
Vol 08 (01) ◽  
pp. 111-118 ◽  
Author(s):  
Seisuke Sugitomo ◽  
Shotaro Minami
Keyword(s):  
Machine Learning ◽  
Factor Models ◽  
Fundamental Factor

Short Communication: Deep Fundamental Factor Models

2020 ◽  
Vol 11 (3) ◽  
pp. SC-26-SC-37
Author(s):  
Matthew Dixon ◽  
Nick Polson
Keyword(s):  
Short Communication ◽  
Factor Models ◽  
Fundamental Factor
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