Multifactor Stock Selection Strategy Based on Machine Learning: Evidence from China.
Jieying GaoHuan GuoXin XuPublished in: Complex. (2022)
Keyphrases
- selection strategy
- machine learning
- selection strategies
- feature generation
- selection algorithm
- computational intelligence
- cauchy mutation
- stock market
- pattern recognition
- machine learning algorithms
- feature selection
- learning algorithm
- reinforcement learning
- decision trees
- information extraction
- genetic algorithm
- stock price
- data mining
- replica selection
- chinese stock market
- economic development
- particle swarm optimization
- hong kong
- artificial neural networks
- active learning
- fitness function
- information retrieval
- clonal selection algorithm
- stock data
- mutation operation
- semi supervised
- natural language processing