"Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying ..."

Kei Nakagawa et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-02-04

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1901-11493
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1901-11493
Kei Nakagawa, Tomoki Ito, Masaya Abe, Kiyoshi Izumi:
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. CoRR abs/1901.11493 (2019)

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