金融因子选择与仿制品：基金复制，解释和预测网络
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks
摘要：
我们将仿制程序应用于金融中的因素选择。通过构建虚假但真实的因素，该过程可以控制给定因素集中的错误发现的比例。为了展示其多功能性，我们将其应用于基金复制和解释和预测网络的推理。
英文摘要：
We apply the knockoff procedure to factor selection in finance. By building fake but realistic factors, this procedure makes it possible to control the fraction of false discovery in a given set of factors. To show its versatility, we apply it to fund replication and to the inference of explanatory and prediction networks.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
