Conditional autoencoder pricing model for energy commodities

Z Liu, H Teka, R You - Resources Policy, 2023 - Elsevier
We propose a conditional latent factor asset pricing model for energy commodities (CAE)
that uses a modified conditional autoencoder neural network to capture the non-linear …

Conditional autoencoder pricing model for energy commodities

Z Liu, H Teka, R You - Resources Policy, 2023 - ideas.repec.org
We propose a conditional latent factor asset pricing model for energy commodities (CAE)
that uses a modified conditional autoencoder neural network to capture the non-linear …

Conditional autoencoder pricing model for energy commodities

Z Liu, H Teka, R You - Resources Policy, 2023 - econpapers.repec.org
We propose a conditional latent factor asset pricing model for energy commodities (CAE)
that uses a modified conditional autoencoder neural network to capture the non-linear …

Conditional autoencoder pricing model for energy commodities

Z Liu, H Teka, R You - Resources Policy, 2023 - ui.adsabs.harvard.edu
We propose a conditional latent factor asset pricing model for energy commodities (CAE)
that uses a modified conditional autoencoder neural network to capture the non-linear …