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...

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Bibliographic Details
Main Authors: Shuai Wang, Zhongyan Li, Jinyun Zhu, Zhicen Lin, Meiru Zhong
Format: Article
Language:English
Published: AIMS Press 2020-06-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/math.2020293/fulltext.html