Multi-factor stock selection model based on Adaboost
Year of publication: |
2018
|
---|---|
Authors: | Zhang, Ru ; Cao, Tong |
Published in: |
Business and Economic Research : BER. - Las Vegas, Nev. : Macrothink Institute, ISSN 2162-4860, ZDB-ID 2640826-0. - Vol. 8.2018, 4, p. 119-129
|
Subject: | Quantitative investment | Multi-factor stock selection model | Adaboost | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance |
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