Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies
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- Zura Kakushadze, 2016. "101 Formulaic Alphas," Papers 1601.00991, arXiv.org, revised Mar 2016.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2022-11-07 (Econometrics)
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