Stock selection with random forest: An exploitation of excess return in the Chinese stock market
Sign Up to like & getrecommendations! Published in 2019 at "Heliyon"
DOI: 10.1016/j.heliyon.2019.e02310
Abstract: In recent years, a variety of research fields, including finance, have begun to place great emphasis on machine learning techniques because they exhibit broad abilities to simulate more complicated problems. In contrast to the traditional… read more here.
Keywords: chinese stock; stock selection; market; finance ... See more keywords
Portfolio Management Framework for Autonomous Stock Selection and Allocation
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DOI: 10.1109/access.2022.3231889
Abstract: Portfolio management is essential to reduce risks and maximize profits. It can be classified into two processes: stock selection and allocation. Stock selection identifies stocks with high expected profits, whereas stock allocation determines the investment… read more here.
Keywords: stock selection; portfolio management; selection allocation; stock ... See more keywords
Stock Selection System Through Suitability Index and Fuzzy-Based Quantitative Characteristics
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2022.3187192
Abstract: With the rapid development of quantitative trading, stock selection is an ongoing task that requires consideration of the characteristics of stocks and investment strategies. Fuzzy set theory is excellent for modeling and describing abstract characteristics… read more here.
Keywords: stock selection; stock; suitability index; selection system ... See more keywords
A Stock Selection Model of Image Classification Method Based on Convolutional Neural Network
Sign Up to like & getrecommendations! Published in 2022 at "Computational Intelligence and Neuroscience"
DOI: 10.1155/2022/4743427
Abstract: With the development of artificial intelligence technology, an increasing number of researchers try to apply different machine learning and deep learning methods to quantitative trading fields to obtain more stable and efficient trading models. As… read more here.
Keywords: stock selection; neural network; stock; convolutional neural ... See more keywords
A modular Takagi-Sugeno-Kang (TSK) system based on a modified hybrid soft clustering for stock selection
Sign Up to like & getrecommendations! Published in 2019 at "Scientia Iranica"
DOI: 10.24200/sci.2019.52323.2661
Abstract: This study presents a new hybrid intelligent system with ensemble learning for stock selection using the fundamental information of companies. The system uses the selected financial ratios of each company as the input variables and… read more here.
Keywords: system; stock selection; tsk system; stock ... See more keywords
Financial Market Correlation Analysis and Stock Selection Application Based on TCN-Deep Clustering
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DOI: 10.3390/fi14110331
Abstract: It is meaningful to analyze the market correlations for stock selection in the field of financial investment. Since it is difficult for existing deep clustering methods to mine the complex and nonlinear features contained in… read more here.
Keywords: stock selection; deep clustering; time series; financial time ... See more keywords