most citedDoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis

7 citations · 14 across the 3 of their papers we have counts for

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q-fin.CP2020★ 4 cited

AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment

Tianping Zhang, Yuanqi Li, Yifei Jin +1

The multi-factor model is a widely used model in quantitative investment. The success of a multi-factor model is largely determined by the effectiveness of the alpha factors used i…