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iQUANT: Interactive Quantitative Investment Using Sparse Regression Factors

Yue, XW; Gu, Q; Wang, DY; Qu, HM; Wang, Y

Yue, XW (corresponding author), Sinovat Ventures AI Inst, Beijing, Peoples R China.; Yue, XW (corresponding author), Hong Kong Univ Sci & Technol, Hong Kong, Peoples R China.

COMPUTER GRAPHICS FORUM, 2021; 40 (3): 189

Abstract

The model-based investing using financial factors is evolving as a principal method for quantitative investment. The main challenge lies in the select......

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