Does big data improve multi-factor asset pricing models? Exploration of China's A-share market with machine learning

JIANG Fuwei, XUE Hao, ZHOU Ming

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (8) : 2037-2048.

PDF(1283 KB)
中国科学院数学与系统科学研究院期刊网
PDF(1283 KB)
Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (8) : 2037-2048. DOI: 10.12011/SETP2021-2552

Does big data improve multi-factor asset pricing models? Exploration of China's A-share market with machine learning

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(8): 2037-2048 https://doi.org/10.12011/SETP2021-2552

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1283 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉