A Study of Multifactor Quantitative Stock-Selection Strategies Incorporating Knockoff and Elastic Net-Logistic Regression
In the data-driven era, the mining of financial asset information and the selection of appropriate assets are crucial for stable returns and risk control. Multifactor quantitative models are a common method for stock selection in financial assets, so it is important to select the optimal set of fact...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/16/3502 |