@article{deepsequencemodelingdevelopmentand, title = {Deep Sequence Modeling: Development and Applications in Asset Pricing}, author = {Lin William Cong and Ke Tang and Jingyuan Wang and Yang Zhang}, year = {2021}, eprint = {2108.08999}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2108.08999v1}, }