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.

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中国科学院数学与系统科学研究院期刊网
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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

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

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