A pooled panel model fits one function to every asset and date of a panel, so that assets share parameters through their characteristics rather than each having its own. A permutation-invariant network maps a set of vectors to an output that does not depend on their order, typically for networks and (Zaheer et al., 2017).
Quantitative Finance · Begrippenlijst
Wat is Pooled panel model, permutation-invariant network?
Ook bekend als: pooled panel model · permutation-invariant network