Research on the Prediction of A-Share “High Stock Dividend” Phenomenon—A Feature Adaptive Improved Multi-Layers Ensemble Model

Since the “high stock dividend” of A-share companies in China often leads to the short-term stock price increase, this phenomenon’s prediction has been widely concerned by academia and industry. In this study, a new multi-layer stacking ensemble algorithm is proposed. Unlike the classic stacking ens...

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Bibliographic Details
Main Authors: Yi Fu, Bingwen Li, Jinshi Zhao, Qianwen Bi
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/4/416