PI: Zhibin (Ben) Yang

The objective of this project is to create data-driven deep learning models that

• Optimizes the institutional investor’s investment strategy in the stock market
• Provides decision support for stock pick
• Are “accountable”
• Are flexible enough to properly accommodate heterogeneous data

We will create a Deep Learning Network with

• Hierarchical structure that reflects and preserves the multi-tier thinking of the investment strategy
• Modularized design that
• Accommodates input data with heterogeneous frequencies
• Preserves conceptual distinction between “factors”