A long-short dual-mode knowledge distillation framework for empirical asset pricing models in digital financial networks

A long-short dual-mode knowledge distillation framework for empirical asset pricing models in digital financial networks

The continuous combination of digital network technology and traditional financial services has given birth to digital financial networks, which explore massive economic data under the AI-driven models to achieve intelligent connections among financial institutions, markets, transactions, and instru...

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Bibliographic Details
Main Authors: Yuanyuan Yi, Kai Cui, Minghua Xu, Lingzhi Yi, Kun Yi, Xinlei Zhou, Shenghao Liu, Gefei Zhou
Format: Article
Language:English
Published: Taylor & Francis Group 2024-12-01
Series:Connection Science
Subjects:
Financial networks
empirical asset pricing
knowledge distillation
representation learning
Online Access:https://www.tandfonline.com/doi/10.1080/09540091.2024.2306970

Internet

https://www.tandfonline.com/doi/10.1080/09540091.2024.2306970

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