投资专有技术冲击对股票横截面收益的时变影响分析——基于机器学习下基本面量化投资视角
李永武, 杨家敏, 李健, 汪寿阳
Analysis of the Time-Varying Impact of Investment-Specific Technology Shocks on Stock Cross-Sectional Returns: A Quantitative Perspective on Fundamental Investing Based on Machine Learning
LI Yongwu, YANG Jiamin, LI Jian, WANG Shouyang
系统科学与数学
.
2024, (7): 1902
-1930
.
DOI: 10.12341/jssms23456