Journal of Mathematical Finance

Vol.8 No.1(2018), Paper ID 82430, 8 pages



Fundamental Factor Models Using Machine Learning


Seisuke Sugitomo, Shotaro Minami


Epic Partners Investment Co., Ltd., Tokyo, Japan
Asuka Asset Management Co., Ltd., Tokyo, Japan


Copyright © 2018 Seisuke Sugitomo, Shotaro Minami et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


How to Cite this Article

Sugitomo, S. and Minami, S. (2018) Fundamental Factor Models Using Machine Learning. Journal of Mathematical Finance, 8, 111-118. doi: 10.4236/jmf.2018.81009.

Copyright © 2021 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.