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factor investing ml taiwan

ML-based long-short factor investing pipeline for Taiwan stocks using Size, BM & Momentum factors — OLS, RF, NN, XGBoost, LSTM

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Overview

ML-based long-short factor investing pipeline for Taiwan stocks using Size, BM & Momentum factors — OLS, RF, NN, XGBoost, LSTM

Topics & capabilities

factor-investingfintechinformation-coefficientlstmmachine-learningportfolio-managementpythonquantitative-finance

Repository information

Repository
HenryChen940219/factor-investing-ml-taiwan ↗
Repository owner
HenryChen940219
Primary language
Python
Repository code license
MIT ↗
Maintenance status
Not archived at the recorded check
Forked repository
No
GitHub stars
2
Forks
0
Default branch
main
Last repository push
May 17, 2026

Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.

Source links & provenance

https://github.com/HenryChen940219/factor-investing-ml-taiwan ↗

References explain how this resource entered the collection. They do not represent an endorsement.

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