Conditional autoencoder asset pricing models for the Korean stock market

• Eunchong Kim ,

  Contributed equally to this work with: Eunchong Kim, Taehee Cho

  Roles Conceptualization, Data curation, Formal analysis, Methodology

  Affiliation Business School, Hanyang University, Seoul, Republic of Korea

  https://orcid.org/0000-0003-0052-0463

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• Taehee Cho ,

  Contributed equally to this work with: Eunchong Kim, Taehee Cho

  Roles Methodology, Resources, Software, Validation

  Affiliation Qraft Technologies, Seoul, Republic of Korea

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• Bonha Koo ,

  Roles Validation, Visualization, Writing – review & editing

  * E-mail: koobonha9@gmail.com (BK); hyoungkang@ehanyang.ac.kr (HGK)

  Affiliation School of Business, Chungnam National University, Daejeon, Republic of Korea

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• Hyoung-Goo Kang

  Roles Investigation, Supervision, Writing – review & editing

  * E-mail: koobonha9@gmail.com (BK); hyoungkang@ehanyang.ac.kr (HGK)

  Affiliation Business School, Hanyang University, Seoul, Republic of Korea

  https://orcid.org/0000-0002-2428-3741

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