8 citations · 21 across the 9 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
cs.LG2020★ 7 cited
DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis
Chuheng Zhang, Yuanqi Li, Xi Chen +3
Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superi…
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…