Deep learning-augmented hybrid factor model for cryptocurrency pricing and portfolio construction

Huang, X ORCID logoORCID: https://orcid.org/0009-0003-8394-7573, Su, H ORCID logoORCID: https://orcid.org/0000-0002-7448-2730, Tan, L ORCID logoORCID: https://orcid.org/0000-0001-6986-1923 and Cheah, JE-T ORCID logoORCID: https://orcid.org/0000-0003-2953-3815, 2025. Deep learning-augmented hybrid factor model for cryptocurrency pricing and portfolio construction. In: 38th Australasian Finance and Banking Conference, Sydney, 10-13 December 2025. (Forthcoming)

Full text not available from this repository.
Item Type: Conference contribution
Creators: Huang, X., Su, H., Tan, L. and Cheah, J.E.-T.
Date: 29 September 2025
Identifiers:
Number
Type
2505861
Other
Divisions: Schools > Nottingham Business School
Record created by: Laura Borcherds
Date Added: 07 Oct 2025 10:38
Last Modified: 07 Oct 2025 10:38
URI: https://irep.ntu.ac.uk/id/eprint/54510

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