Multifactor Stock Selection Strategy Based on Machine Learning: Evidence from China
Machine learning methods have been used in multifactor stock strategy for years. This paper uses three machine learning methods and linear regression method to find the most appropriate approach. First, a framework is established and 10 style factors and 30 industry factors are chosen. Second, four...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/7447229 |
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