量化投资与机器学习 发布于 2021-01-05 18:49:03
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一年一度的美国金融协会(AFA)ASSA会议刚刚结束。在今年的会议上,发表了很多优秀的论文,公众号总结了几篇与量化领域相关且值得一读的论文分享给大家!
1、Bayesian Solutions for the Factor Zoo:
We Just Ran Two Quadrillion Models
2、Forest through the Trees: Building Cross-Sections of Stock Returns
3、In Search of the Origins of Financial Fluctuations:
The Inelastic Markets Hypothesis
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