Factor Investment or Feature Selection Analysis?
This study has made significant findings in A-share market data processing and portfolio management. Firstly, by adopting the Lasso method and CPCA framework, we effectively addressed the problem of multicollinearity among feature indicators, with the Lasso method demonstrating superior performance...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/1/9 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|