Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management

@article{Abe2020CrosssectionalSP,
  title={Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management},
  author={Masaya Abe and Kei Nakagawa},
  journal={Proceedings of the 2020 Asia Service Sciences and Software Engineering Conference},
  year={2020}
}
  • Masaya Abe, Kei Nakagawa
  • Published 17 February 2020
  • Economics, Computer Science
  • Proceedings of the 2020 Asia Service Sciences and Software Engineering Conference
Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is called a "factor" in the field of finance. Many empirical studies in finance have identified which stocks having features in the cross-section relatively increase and which decrease in terms of price. Recently, stock price prediction methods using machine… 

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