Multi-Factor Models and Gradient Boosting for Improved Factor Selection

Author:

Li Xingyou1ORCID

Affiliation:

1. School of International Business, Zhejiang International Studies University, China

Publisher

ACM

Reference9 articles.

1. Describing model relations: The case of the capital asset pricing model (CAPM) family in financial economics

2. Analysis of the Evolution of the Multiple Factors Financing Model[J]. Highlights in Business;Liao Z;Economics and Management,2023

3. A systematic review of fundamental and technical analysis of stock market predictions

4. Time-series gradient boosting tree for stock price prediction[J]. International Journal of Data Mining;Nakagawa K;Modelling and Management,2022

5. Nasiri M, Sarraf F, Nourollahzadeh N, Modeling asset pricing using behavioral variables: Fama-Macbeth approach[J]. Interdisciplinary Journal of Management Studies(Formerly known as Iranian Journal of Management Studies), 2021, 14(3): 547-564.

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