Zimo Li, Weijia Xu, Aihua Li. Research on multi factor stock selection model based on LightGBM and Bayesian Optimization. In Yong Shi 0001, Jianping Li 0001, Gang Kou, Daniel Berg, James M. Tien, editors, Proceedings of the 9th International Conference on Information Technology and Quantitative Management, ITQM 2022, Global Green Digital Economy: Challenges and Development, December 9-11, 2022, Beijing, China. Volume 214 of Procedia Computer Science, pages 1234-1240, Elsevier, 2022. [doi]
Abstract is missing.