Eunchong Kim1, Taehee Cho2, Bonha Koo3

  • 1Business School, Hanyang University, Seoul, Republic of Korea.

PloS one
|July 31, 2023
PubMed
概括

条件自编码器 (CA) 模型对韩国股票市场具有很强的解释能力,其表现优于传统的资产定价模型. 这种机器学习方法更好地预测股票回报率,并解释市场异常.

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