Stock selection strategy of A-share market based on rotation effect and random forest
Due to the random nature of stock market, it is extremely difficult to capture market trends with traditional subjective analysis. Besides, the modeling and forecasting of quantitative investment strategies are not easy. Based on the research of experts and scholars at home and abroad and the rotati...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
AIMS Press
2020-06-01
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Series: | AIMS Mathematics |
Subjects: | |
Online Access: | https://www.aimspress.com/article/10.3934/math.2020293/fulltext.html |