Study of Multi-Factor Quantitative Stock Selection Based on SCDF Algorithm with Feature Permutation

被引：0
|
作者：
Wang, Wenxuan [1 ]
Li, Lu [1 ]
机构：
[1] School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai,201620, China
来源：
Computer Engineering and Applications | 2023年 / 59卷 / 16期
关键词：
Deep forest - Feature permutation - Model-based OPC - Multi-factor - Multi-factor stock selection - Multi-granularity - Selection model - Stock selections - Sub-layer connection - Sub-layers;
D O I：
10.3778/j.issn.1002-8331.2205-0415
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：305 / 315
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