Multi-Factor Inception: What to Do with All of These Features?
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Cited by:
- Yichi Zhang & Mihai Cucuringu & Alexander Y. Shestopaloff & Stefan Zohren, 2023. "Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models," Papers 2309.08800, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-08-28 (Big Data)
- NEP-PAY-2023-08-28 (Payment Systems and Financial Technology)
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