Factor-Selection Operator (500 → 15)
This operator dynamically selects the top-15 most relevant factors from a large universe, preventing overfitting and ensuring regime adaptability.
Formal Definition
F15(t) = Top-15 factors ranked by Rᵢ(t)
Interactive Factor-Selection Simulator
| Factor ID | Rᵢ(t) – Relevance Score |
|---|
Interpretation:
The output represents F15(t), the active factor set used for stock selection at the current time.
The output represents F15(t), the active factor set used for stock selection at the current time.
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