# 參考文獻
[1] [台灣證券交易所-交易資訊](https://www.twse.com.tw/zh/)
[2] [EMPIRICAL ASSET PRICING VIA MACHINE LEARNING](https://www.nber.org/papers/w25398)
[3] [CAPM](https://en.wikipedia.org/wiki/Capital_asset_pricing_model)
[4] [Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction](https://arxiv.org/abs/1712.02136)
[5] [RNN](https://www.educba.com/recurrent-neural-networks-rnn/)
[] [LSTM](https://medium.com/@kangeugine/long-short-term-memory-lstm-concept-cb3283934359)
[] [GRU](https://towardsdatascience.com/understanding-gru-networks-2ef37df6c9be)
[] [GRU 圖](https://technopremium.com/blog/rnn-talking-about-gated-recurrent-unit/)
[] [Difference between feedback RNN and LSTM/GRU](https://stats.stackexchange.com/questions/222584/difference-between-feedback-rnn-and-lstm-gru)
[] [CNN](https://zh.wikipedia.org/zh-tw/%E5%8D%B7%E7%A7%AF%E7%A5%9E%E7%BB%8F%E7%BD%91%E7%BB%9C)
[] [CNN 圖](https://www.superdatascience.com/blogs/convolutional-neural-networks-cnn-summary/)
[] [資產定價理論](https://wiki.mbalib.com/zh-tw/%E8%B5%84%E4%BA%A7%E5%AE%9A%E4%BB%B7%E7%90%86%E8%AE%BA)
[] [Autoencoder Asset Pricing Model](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)
> (Gu, Shihao and Kelly, Bryan T. and Xiu, Dacheng, Autoencoder Asset Pricing Models (September 30, 2019). Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24)
[] [Fama-French](https://rady.ucsd.edu/faculty/directory/valkanov/pub/classes/mfe/docs/fama_french_jfe_1993.pdf)
> (Fama, Eugene F, and Kenneth R French, 1993, Common risk factors in the returns on stocks and bonds, Journal of financial economics 33, 3–56)
[] [KPS](http://utahwfc.org/uploads/2018_paper_02b.pdf)
> (Kelly, Bryan, Seth Pruitt, and Yinan Su, 2019, Characteristics are covariances: A unified model of
risk and return, Journal of Financial Economics, forthcoming .)
## 修改
* empirical asset pricing via machine learning
1. Shihao Gu, Bryan Kelly, & Dacheng Xiu (2020)
2. Gu et al. (2020)
* Gu, S., Kelly, B., & Xiu, D. (2020). Empirical Asset Pricing via Machine Learning. The Review of Financial Studies, 33(5), 2223–2273. https://doi.org/10.1093/rfs/hhaa009
* William Forsyth Sharpe, John Lintner, Jack Treynor, & John Lintner
* William Forsyth Sharpe, John Lintner, Jack Treynor, & Jan Mossin
* CAPM就reference CAPM?
* LCW
1. Ziniu Hu, Weiqing Liu, Jiang Bian, Xuanzhe Liu, & Tie-Yan Liu. (2018)
2. Hu et al. (2018)
* Hu, Z., Liu, W., Bian, J., Liu, X., & Liu, T.-Y. (2018). Listening to Chaotic Whispers. Proceedings of the Eleventh ACM International Conference on Web Search and Data Mining, 261–269. https://doi.org/10.1145/3159652.3159690
* autoencoder asset pricing model
1. Shihao Gu, Bryan Kelly, & Dacheng Xiu (2019)
2. Gu et al. (2019)
* Gu, S., Kelly, B. T., & Xiu, D. (2019). Autoencoder Asset Pricing Models. Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24. https://doi.org/10.2139/ssrn.3335536
* fama-french
1. Fama, Eugene F, & Kenneth R French (1993)
2. Fama and French (1993)
* Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56. https://doi.org/10.1016/0304-405x(93)90023-5
* KPS
1. Kelly, Bryan T, Seth Pruitt, and Yinan Su (2019)
2. Kelly et al. (2019)
* Kelly, B. T., Pruitt, S., & Su, Y. (2019). Characteristics are covariances: A unified model of risk and return. Journal of Financial Economics, 134(3), 501–524. https://doi.org/10.1016/j.jfineco.2019.05.001
### Word
1. 台灣證券交易所網頁，交易資訊，檢自：https://www.twse.com.tw/zh/
2. Gu, S., Kelly, B., & Xiu, D. (2020). Empirical Asset Pricing via Machine Learning. The Review of Financial Studies, 33(5), 2223–2273. https://doi.org/10.1093/rfs/hhaa009
3. Capital asset pricing model 維基百科網站，檢自 https://en.wikipedia.org/wiki/Capital_asset_pricing_model
4. Hu, Z., Liu, W., Bian, J., Liu, X., & Liu, T.-Y. (2018). Listening to Chaotic Whispers. Proceedings of the Eleventh ACM International Conference on Web Search and Data Mining, 261–269. https://doi.org/10.1145/3159652.3159690
5. Gu, S., Kelly, B. T., & Xiu, D. (2019). Autoencoder Asset Pricing Models. Yale ICF Working Paper No. 2019-04, Chicago Booth Research Paper No. 19-24. https://doi.org/10.2139/ssrn.3335536
6. Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56. https://doi.org/10.1016/0304-405x(93)90023-5
7. Kelly, B. T., Pruitt, S., & Su, Y. (2019). Characteristics are covariances: A unified model of risk and return. Journal of Financial Economics, 134(3), 501–524. https://doi.org/10.1016/j.jfineco.2019.05.001
8. 美國華爾街日報 (WSJ) 網站，每年新聞資料，檢自 https://www.wsj.com/news/archive/years
9. 美國那斯達克股票交易所網站，檢自 https://www.nasdaq.com/
10. PyTorch documentation，取自：https://pytorch.org/docs/stable/index.html
11. 圖 1、2 取自：Ziniu Hu, Weiqing Liu, Jiang Bian, Xuanzhe Liu, & Tie-Yan Liu. (2018)[4]
12. 圖 3 取自：https://technopremium.com/blog/rnn-talking-about-gated-recurrent-unit/
13. 圖 4 取自：https://www.superdatascience.com/blogs/convolutional-neural-networks-cnn-summary/
14. 圖 5 取自：Vaswani, A., Shazeer, N., Parmar, N., Uszkoreit, J., Jones, L., Gomez, A.N., Kaiser, L., & Polosukhin, I. (2017). Attention is All you Need. ArXiv, abs/1706.03762.
15. 圖 6 取自：https://tengyuanchang.medium.com/%E8%AE%93%E9%9B%BB%E8%85%A6%E8%81%BD%E6%87%82%E4%BA%BA%E8%A9%B1-%E7%90%86%E8%A7%A3-nlp-%E9%87%8D%E8%A6%81%E6%8A%80%E8%A1%93-word2vec-%E7%9A%84-skip-gram-%E6%A8%A1%E5%9E%8B-73d0239ad698
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