Yang Zhang

Beihang University (BUAA)

37 Xue Yuan Road

Beijing 100083

China

SCHOLARLY PAPERS

2

DOWNLOADS

473

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

AlphaPortfolio for Investment and Economically Interpretable AI

Number of pages: 68 Posted: 20 Apr 2020 Last Revised: 15 Jul 2020
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 445 (70,696)

Abstract:

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Artificial Intelligence, Distillation, LSTM, Machine Learning, Portfolio Theory, Reinforcement Learning, Textual Analysis.

2.

Deep Sequence Modeling: Development and Applications in Asset Pricing

Number of pages: 22 Posted: 12 Aug 2020
Cornell University - Samuel Curtis Johnson Graduate School of Management, Institute of Economics, School of Social Sciences, Tsinghua University, Beihang University (BUAA) and Beihang University (BUAA)
Downloads 28 (519,313)

Abstract:

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Artificial Intelligence, Asset Pricing, Machine Learning, Risk Premia, Time Series