[Elsevier] Feature importance in linear models with ensemble machine learning: A study of the Fama and French five-factor model

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journalㄩFinance Research Letters

AuthorsㄩTae Yeon Kwon

Published dateㄩ2025-1-

DOIㄩ10.1016/j.frl.2024.106406

PDF linkㄩhttps://www.sciencedirect.com/sc ... 544612324014351/pdf

Article linkㄩhttps://doi.org/10.1016/j.frl.2024.106406

Article SourceㄩElsevier BV


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