2 papers
cs.LG2026
Interpretable Factor Decomposition for Decision Intelligence in Large-Scale Financial Markets: Evidence from China's A-Share Market
Xiao Han, Yao Xiao, Zhen Zhang +1
We present an interpretable machine learning pipeline to decompose cross-sectional equity return predictability into auditable factor contributions. We apply an XGBoost model with…
q-fin.RM2025
Empirical estimator of diversification quotient
Xia Han, Liyuan Lin, Mengshi Zhao
The Diversification Quotient (DQ), introduced by Han et al. (2025), is a recently proposed measure of portfolio diversification that quantifies the reduction in a portfolio's risk-…