图嵌入下稀疏低秩集成预测的多因子资产选择策略
李爱忠
Multi-factor Asset Selection Strategy Based on Sparse Low-rank Ensemble Prediction under Graph Embedding
LI Ai-zhong, REN Ruo-en, LI Ze-kai, YU Le-an
中国管理科学
.
2021, (11): 23
-32
.
DOI: 10.16381/j.cnki.issn1003-207x.2020.0076
