A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

Zhengrui Li, Weiwei Lin, James Z. Wang 0002, Peng Peng, Jianpeng Lin, Victor Chang 0001, Jianghu Pan. A Novel Interpretable Stock Selection Algorithm for Quantitative Trading. IJGHPC, 14(1):1-19, 2022. [doi]

@article{LiLWPLCP22,
  title = {A Novel Interpretable Stock Selection Algorithm for Quantitative Trading},
  author = {Zhengrui Li and Weiwei Lin and James Z. Wang 0002 and Peng Peng and Jianpeng Lin and Victor Chang 0001 and Jianghu Pan},
  year = {2022},
  doi = {10.4018/ijghpc.301589},
  url = {https://doi.org/10.4018/ijghpc.301589},
  researchr = {https://researchr.org/publication/LiLWPLCP22},
  cites = {0},
  citedby = {0},
  journal = {IJGHPC},
  volume = {14},
  number = {1},
  pages = {1-19},
}