iQUANT: Interactive quantitative investment using sparse regression factors

iQUANT: Interactive quantitative investment using sparse regression factors

The model-based investing using financial factors is evolving as a principal method for quantitative investment. The main challenge lies in the selection of effective factors towards excess market returns. Existing approaches, either hand-picking factors or applying feature selection algorithms, do...

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Bibliographic Details
Main Authors: YUE, Xuanwu, GU, Qiao, WANG, Deyun, QU, Huamin, WANG, Yong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Quantitative Investment
Visual Analytics
Sparse Regression Factors
Databases and Information Systems
Graphics and Human Computer Interfaces
Online Access:https://ink.library.smu.edu.sg/sis_research/6744
https://ink.library.smu.edu.sg/context/sis_research/article/7747/viewcontent/21_EuroVis_iQuant.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/6744
https://ink.library.smu.edu.sg/context/sis_research/article/7747/viewcontent/21_EuroVis_iQuant.pdf

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