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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| Main Authors: | , , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| 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 |