XGBoost-Based Multi-Factor Stock Selection Model for Rotational Trading.

Thanadon Praphutikul Yachai Limpiyakorn

Published in: ITCC (2023)

Keyphrases

formal model
probabilistic model
computational model
high level
mathematical model
optimization model
selection mechanism
knowledge base
similarity measure
bayesian networks
electronic commerce
theoretical framework
process model
simulation model