@article{WANG Lun_86, author = {WANG Lun, LI Lu}, title = {Multi-factor Quantitative Stock Selection Strategy Based on gcForest}, publisher = {Computer Engineering and Applications}, year = {2020}, journal = {Computer Engineering and Applications}, volume = {56}, number = {15}, eid = {86}, pages = {86-91}, keywords = {

multi-factor stock selection; multi-granularity scanning; gcForest algorithm

}, doi = http://cea.ceaj.org/EN/10.3778/j.issn.1002-8331.1908-0450 }