"Mining profitable alpha factors via convolution kernel learning."

Zhenyi Shen et al. (2023)

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DOI: 10.1007/S10489-023-05014-4

access: closed

type: Journal Article

metadata version: 2023-12-14

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Zhenyi Shen, Xiahong Mao, Xiaohu Yang, Dan Zhao:
Mining profitable alpha factors via convolution kernel learning. Appl. Intell. 53(23): 28460-28478 (2023)

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