iQUANT: Interactive Quantitative Investment Using Sparse Regression Factors

The model‐based investing using financial factors is evolving as a principal method for quantitative investment. The main challenge lies in the selection of effective factors towards excess market returns. Existing approaches, either hand‐picking factors or applying feature selection algorithms, do...

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Veröffentlicht in:	Computer graphics forum 2021-06, Vol.40 (3), p.189-200
Hauptverfasser:	Yue, Xuanwu, Gu, Qiao, Wang, Deyun, Qu, Huamin, Wang, Yong
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms CCS Concepts Financial factors Human‐centered computing → Visual analytics Information visualization Interactive systems Investments Regression models Stock exchanges Visualization design and evaluation methods
Online-Zugang:	Volltext
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