2 papers
q-fin.MF2025
Eigen Portfolios: From Single Component Models to Ensemble Approaches
ZhengXiang Zhou, Yuqi Luan
The increasing integration of data science techniques into quantitative finance has enabled more systematic and data-driven approaches to portfolio construction. This paper investi…
q-fin.TR2025
Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach
Yuqi Luan
This study proposes a behaviorally-informed multi-factor stock selection framework that integrates short-cycle technical alpha signals with deep learning. We design a dual-task mul…