Value investing with machine learning

This report summarizes and records what have been done for the final year project Value Investing with Machine Learning. Value investing has been a popular topic since it is developed. It takes a long time for investors to analyse a company and decide which stock to invest due to the large number o...

Full description

Bibliographic Details
Main Author: Zhang, Jingyi
Other Authors: Wang Lipo
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2023
Subjects:
Online Access:https://hdl.handle.net/10356/172749
Description
Summary:This report summarizes and records what have been done for the final year project Value Investing with Machine Learning. Value investing has been a popular topic since it is developed. It takes a long time for investors to analyse a company and decide which stock to invest due to the large number of stocks and the complexity of various financial information. In principle, investors should analyse the intrinsic value of the company. Inspired by Warren Buffett’s investing strategies, this project performs stock price prediction based on the quarterly financial statement of Dow Jones 30 and S&P 500 technological companies using machine learning techniques. We explore how the features in financial statement correlate the stock prices, predict the stock prices using three machine learning models and pick the top 3 companies according to the predicted stock price and accuracy.