Overview of Machine Learning for Stock Selection Based on Multi-Factor Models
In recent years, many scholars have used different methods to predict and select stocks. Empirical studies have shown that in multi-factor models, machine learning algorithms perform better on stock selection than traditional statistical methods. This article selects six classic machine learning alg...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2020-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://www.e3s-conferences.org/articles/e3sconf/pdf/2020/74/e3sconf_ebldm2020_02047.pdf |