動的最é©åŒ–ã®ä»Šã¾ã¦ã‚™ã¨ã“ã‚Œã‹ã‚‰The document describes a deep learning framework called RIC-NN for cross-sectional stock return prediction. It consists of three key parts: 1) A multi-factor deep learning approach to capture nonlinear relationships between stock factors and returns. 2) Weight initialization and early stopping based on rank correlation to control overfitting. 3) Deep transfer learning to augment models using knowl
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