Bo Zhou

Rutgers, The State University of New Jersey, Rutgers Business School

PhD Candidate

Newark, NJ

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 39,644

SSRN RANKINGS

Top 39,644

in Total Papers Downloads

1,500

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Ideas:
“  deep learning in finance, LSTM, MLP, momentum, finance anomalies  ”

Scholarly Papers (2)

1.

Deep Learning and the Cross-Section of Stock Returns: Neural Networks Combining Price and Fundamental Information

Number of pages: 91 Posted: 27 Jun 2018 Last Revised: 21 Mar 2019
Bo Zhou
Rutgers, The State University of New Jersey, Rutgers Business School
Downloads 1,311 (19,039)
Citation 2

Abstract:

Loading...

Deep Learning, Machine Learning, Recurrent Neural Network(RNN), Long Short-Term Memory(LSTM), Deep Neural network (DNN), Multi-layer Perceptron (MLP), Momentum, Contrarian, Short-Term Reversal, Anomalies, Trading Strategy, Industry portfolio, trading cost, transaction costs, proportional effective s

2.

Can Cash-Flow Beta Explain the Value Premium?

Number of pages: 37 Posted: 30 Sep 2018
Bo Zhou
Rutgers, The State University of New Jersey, Rutgers Business School
Downloads 189 (200,505)

Abstract:

Loading...

Value premium, Gross profitability, Cash-flow beta, Analyst earnings beta, Portfolio regression