Event
Mehmet Caner (North Carolina State University), "Deep Learning Based Residuals in Nonlinear Factor Models: Precision Matrix Estimation of Returns with Very Low Signal to Noise Ratio"
Friday, September 15, 2023 15:30to17:00
Leacock Building
Room 429, 855 rue Sherbrooke Ouest, Montreal, QC, H3A 2T7, CA