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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Stability-Weighted Ensemble Feature Importance for Financial Applications 金融应用中的稳定性加权集成特征重要性 来源:SSRN_20240811 [1] Stability-Weighted Ensemble Feature Importance for Financial Applications 标题:金融应用中的稳定性加权集成特征重要性 作者:Hamid R. Arian,Seyed Alireza Mousavizade,Luis A. Seco 来源:SSRN_20240811 Abstract : Robust feature importance is crucial in financial applications to enhance model interpretability and performance. Traditional methods often falter when applied to noisy, non-stationary financial data, leading to inconsistent and unreliable feature importance scores. This paper introduces the Stability Weighted Ensemble Feature Importance (SWEFI) method, which combines stability select
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