Commodity factor investing via machine learning
Shunwei Zhu; Chunyang Zhou; Hailong Liu; Yangyang Ren
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Pacific-Basin Finance Journal
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1016/j.pacfin.2023.102231
The original publisher provides the full text and its access options.
Cite this source
Shunwei Zhu; Chunyang Zhou; Hailong Liu; Yangyang Ren. Commodity factor investing via machine learning. Pacific-Basin Finance Journal. 2024-02. https://doi.org/10.1016/j.pacfin.2023.102231