@article{deepriskmodeladeeplearningsolutionfor,
  title = {Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation},
  author = {Hengxu Lin and Dong Zhou and Weiqing Liu and Jiang Bian},
  year = {2021},
  eprint = {2107.05201},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.05201v2},
}