"Microstructure-Empowered Stock Factor Extraction and Utilization."

Xianfeng Jiao et al. (2023)

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DOI: 10.48550/ARXIV.2308.08135

access: open

type: Informal or Other Publication

metadata version: 2024-08-15

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  - journals/corr/abs-2308-08135
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  - https://dblp.org/rec/journals/corr/abs-2308-08135
Xianfeng Jiao, Zizhong Li, Chang Xu, Yang Liu, Weiqing Liu, Jiang Bian:
Microstructure-Empowered Stock Factor Extraction and Utilization. CoRR abs/2308.08135 (2023)

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