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MultiFactor

Feb 8, 2023 · 1 min read
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A Python-based multi-factor stock selection model leveraging XGBoost for enhanced predictive performance in quantitative investing.

Last updated on Feb 8, 2023
Multi-Factor Model Quantitative Finance XGBoost
Niyuan Huang(黄倪远)
Authors
Niyuan Huang(黄倪远)
Master candidate
← Chain-of-Thought (CoT) May 21, 2024
Bond Risk Premia with Machine Learning Dec 4, 2022 →

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