Paul Cotturo

Deloitte LLP - Deloitte Canada

Treasury Models Analyst - Financial Engineering & Modelling (FEM)

8 Adelaide St West #200

Toronto, Ontario M5H 0A9

Canada

University of Waterloo

Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada - Department of Economics and Finance

Canada

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Multi-Factor Timing with Deep Learning

Number of pages: 73 Posted: 12 Feb 2024 Last Revised: 26 Mar 2024
Paul Cotturo, Fred Liu and Robert Proner
Deloitte LLP - Deloitte Canada, University of Guelph and University of Western Ontario
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Abstract:

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Factor Timing, Deep Learning, Economic Structure, Machine Learning, Multi-task Neural Networks, Big Data