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Financial factors selection with knockoffs: fund replication, explanat

Publication: Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. Published Mar 10, 2021.

arxiv.orgPublished Mar 10, 2021
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Overview

Publication: Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. Published Mar 10, 2021.

Publication information

Publication title
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks
Authors
Damien Challet, Christian Bongiorno, Guillaume Pelletier
Published
Mar 10, 2021
Last publication revision
Mar 10, 2021
Subject areas
q-fin.ST, stat.AP
DOI
10.1016/j.physa.2021.126105 ↗
Publication source
arxiv.org · abs/2103.05921v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2103.05921 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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