Linear Factor Models is a financial asset pricing model that specifies the stochastic discount factor as a linear function of a set of observable underlying factors, distinguishing it from nonlinear or non-parametric factor models by assuming additive separability between factor loadings and latent risk premiums.
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Variational Autoencoders for Collaborative Filtering
Dawen Liang, Rahul G. Krishnan, Matthew D. Hoffman et al. · 2018 · 1.3K citations · Full text
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National Bureau of Economic Research
Cambridge, United States
7 h-index
7 publications
862 citations
Swiss Finance Institute
Zurich, Switzerland
6 h-index
7 publications
495 citations
Duke University
Durham, United States
5 h-index
6 publications
1.7K citations
University of Cambridge
Cambridge, United Kingdom
5 h-index
7 publications
198 citations
Massachusetts Institute of Technology
Cambridge, United States
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TU Wien
Vienna, Austria
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6 publications
273 citations
London School of Economics and Political Science
London, United Kingdom
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5 publications
921 citations
Centre for Economic Policy Research
London, United Kingdom
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5 publications
289 citations
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- Applied Psychological Measurement
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7 publications · 325 citations
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Repository · 5 publications · 575 citations
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