Reproducibility package for evaluating sector and reconstructed theme exposure features in Chinese A share technology stocks
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This deposit supports the manuscript titled "Evaluating sector and reconstructed theme exposure features for sector relative volatility screening in Chinese A share technology stocks." It contains 710,381 anonymous validation and temporal holdout observations, observed horizon safe event labels, all 15 main model score vectors, frozen aggregate results, bootstrap draws, robustness outputs, feature definitions, figure data, and reproduction code. The public prediction file independently reproduces all 15 rows of the frozen main result table with a maximum absolute difference of 4.44 x 10^-16. Raw forum text, usernames, user profiles, ticker mapping, and restricted third party records are not included.
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Zenodo创建时间:
2026-07-11



