Application of machine learning in quantitative timing model based on factor stock selection
Application of machine learning in quantitative timing model based on factor stock selection
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Publisher
AIMS Press
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English
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AIMS Press
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In this paper, we integrated machine learning into the field of quantitative investment and established a set of automatic stock selection and investment timing models. Based on the validity test of factors, a multi-factor stock selection model was established to select stocks with the highest investment value to create a stock pool. By comparing t...
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Full title
Application of machine learning in quantitative timing model based on factor stock selection
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TN_cdi_doaj_primary_oai_doaj_org_article_8fedcf8b39464112945a46e872bde828
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_8fedcf8b39464112945a46e872bde828
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ISSN
2688-1594
E-ISSN
2688-1594
DOI
10.3934/era.2024009
