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A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_businessinsightsgauss_A760411241

A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

About this item

Full title

A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

Publisher

IGI Global

Journal title

International journal of grid and high performance computing, 2022-01, Vol.14 (1), p.1-19

Language

English

Formats

Publication information

Publisher

IGI Global

More information

Scope and Contents

Contents

In recent years, machine learning models have exhibited remarkable performance in the fourth industrial revolution. However, especially in the field of stock forecasting, most of the existing models demonstrate either relatively weak interpretability or unsatisfactory performance. This paper proposes an interpretable stock selection algorithm(ISSA)...

Alternative Titles

Full title

A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_gale_businessinsightsgauss_A760411241

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_businessinsightsgauss_A760411241

Other Identifiers

ISSN

1938-0259

E-ISSN

1938-0267

DOI

10.4018/IJGHPC.301589

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