Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information

By Yangzhou Chen, Shuaide He, Xin Chen

Published 2026-05-10

Everscope rating

1545.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Metric Dependence Screening (MDS). Problem types: Portfolio Optimization, Ranking, Dimensionality Reduction, Risk Management, Screening/Feature Selection.

arXiv:2605.02326 · Paper rankings

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