no code implementations • 5 Jun 2023 • Zikai Wei, Anyi Rao, Bo Dai, Dahua Lin
Factor model is a fundamental investment tool in quantitative investment, which can be empowered by deep learning to become more flexible and efficient in practical complicated investing situations.
no code implementations • 25 May 2023 • Zikai Wei, Bo Dai, Dahua Lin
Active investing aims to construct a portfolio of assets that are believed to be relatively profitable in the markets, with one popular method being to construct a portfolio via factor-based strategies.
no code implementations • 22 Oct 2022 • Zikai Wei, Bo Dai, Dahua Lin
Modeling and characterizing multiple factors is perhaps the most important step in achieving excess returns over market benchmarks.
no code implementations • 17 Oct 2022 • Zikai Wei, Xinge Zhu, Bo Dai, Dahua Lin
To accurately predict trajectories in multi-agent settings, e. g. team games, it is important to effectively model the interactions among agents.