Wenyu Zhou

affiliation not provided to SSRN

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Machine-Learning in the Chinese Factor Zoo

Number of pages: 99 Posted: 18 Feb 2021
Markus Leippold, Qian Wang and Wenyu Zhou
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and affiliation not provided to SSRN
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Abstract:

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Chinese stock market, factor investing, machine learning, model selection