基于gcForest的多因子量化选股策略

基于gcForest的多因子量化选股策略

王伦，李路

Multi-factor Quantitative Stock Selection Strategy Based on gcForest

WANG Lun, LI Lu

计算机工程与应用 . 2020, (15): 86 -91 . DOI: 10.3778/j.issn.1002-8331.1908-0450