Application of machine learning in stock selection
Publié en ligne: 20 sept. 2022
Pages: 2413 - 2424
Reçu: 22 févr. 2022
Accepté: 15 mai 2022
© 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.