XGBoost for Smart Portfolio Management Based on Multi Factor Stock Selection
Author:
Affiliation:
1. Department of Computer Engineering, Chulalongkorn University, Thailand
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3605423.3605442
Reference22 articles.
1. Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
2. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
3. Efficient Capital Markets: A Review of Theory and Empirical Work
4. Investopedia. Multi-Factor Model: Definition and Formula for Comparing Factors Retrieved 11 Febuary , 2023 from https://www.investopedia.com/terms/m/multifactor-model.asp Investopedia. Multi-Factor Model: Definition and Formula for Comparing Factors Retrieved 11 Febuary, 2023 from https://www.investopedia.com/terms/m/multifactor-model.asp
5. The Cross-Section of Expected Stock Returns
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