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Stock selection with random forest: An exploitation of excess return in the Chinese stock market

In recent years, a variety of research fields, including finance, have begun to place great emphasis on machine learning techniques because they exhibit broad abilities to simulate more complicated problems. In contrast to the traditional linear regression scheme that is usually used to describe the...

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Detalles Bibliográficos
Autores principales: Tan, Zheng, Yan, Ziqin, Zhu, Guangwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6709379/
https://www.ncbi.nlm.nih.gov/pubmed/31463404
http://dx.doi.org/10.1016/j.heliyon.2019.e02310