Thanadon Praphutikul, Yachai Limpiyakorn. XGBoost-Based Multi-Factor Stock Selection Model for Rotational Trading. In Proceedings of the 2023 5th International Conference on Information Technology and Computer Communications, ITCC 2023, Tianjin, China, June 15-17, 2023. pages 107-115, ACM, 2023. [doi]
Abstract is missing.