ML-based long-short factor investing pipeline for Taiwan stocks using Size, BM & Momentum factors — OLS, RF, NN, XGBoost, LSTM
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Updated
May 3, 2026 - Python
ML-based long-short factor investing pipeline for Taiwan stocks using Size, BM & Momentum factors — OLS, RF, NN, XGBoost, LSTM
Statistical lead–lag analysis for paired time series with overlapping returns using IC curves and HAC inference.
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