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Applied Mathematics and Nonlinear Sciences
Volume 8 (2023): Issue 1 (January 2023)
Open Access
Application of machine learning in stock selection
Pengfei Li
Pengfei Li
,
Jungang Xu
Jungang Xu
and
Mohammad AI-Hamami
Mohammad AI-Hamami
| Sep 20, 2022
Applied Mathematics and Nonlinear Sciences
Volume 8 (2023): Issue 1 (January 2023)
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Published Online:
Sep 20, 2022
Page range:
2413 - 2424
Received:
Feb 22, 2022
Accepted:
May 15, 2022
DOI:
https://doi.org/10.2478/amns.2022.1.00025
Keywords
Stock selection
,
machine learning
,
clustering
,
SVM
,
random forest
,
neural network
,
deep learning
© 2023 Pengfei Li et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Fig. 1
Machine learning methods.
Fig. 2
The comparison of excess rate of returns.
Fig. 3
The comparison of information ratio.
Fig. 4
The comparison of max drawdown.