Optimization of investment strategies through machine learning

The main objective of this research is to develop a sustainable stock quantitative investing model based on Machine Learning and Economic Value-Added techniques for optimizing investment strategies. Quantitative stock selection and algorithmic trading are the two features of the model. Principal com...

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Bibliographic Details
Main Authors: Jiaqi Li, Xiaoyan Wang, Saleem Ahmad, Xiaobing Huang, Yousaf Ali Khan
Format: Article
Language:English
Published: Elsevier 2023-05-01
Series:Heliyon
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844023033625