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arXivML & AI Methods

Generative Machine Learning for Multivariate Equity Returns

The study uses machine learning techniques to model the returns of S&P 500 equities.

Featured in No. 27 on 29 Nov 2023 · 8 days after release · 8 citations today · published in Proceedings of the Fourth ACM International Conference on AI in Finance

Released
21 Nov 2023
First featured
No. 27 · 29 Nov 2023
Citations (Semantic Scholar)
8
Influential citations
0
Published in
Proceedings of the Fourth ACM International Conference on AI in Finance
Shares when featured
9
Identifier
doi:10.1145/3604237.3626884

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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