Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

a-shares algorithmic-trading alpha-factors backtesting china-stock-market cross-sectional data-augmentation deep-learning factor-investing gpu-computing machine-learning markowitz multi-factor-model portfolio-optimization pytorch quant quantitative-finance quantitative-trading stock-prediction transformer
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Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

Python
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