Neural network based factor model for cryptocurrency
Name of QuantLet : CACrypto
Description : 'Code infrastructure for final thesis - Blockchain Characteristics and Systematics Risk: A Neural Network Based Factor Model for Cryptocurrencies'
Keywords : asset, pricing, cryptocurrency, factor, risk, neural network, conditional, autoencoder
Author : Lucas Valentin Umann
Submitted : Monday, February 13th, 2023 by Lucas Valentin Umann
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