成分股新闻预测ETF收益

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学术论文

预测高频行业收益:机器学习遇见新闻观察者

作者Hao Jiang; Sophia Zhengzi Li; Peixuan Yuan

机构
  • Michigan State University
  • Rutgers, The State University of New Jersey
  • Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
  • Renmin University of China
  • Renmin University of China - School of Finance

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