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Application of machine learning in stock selection

Pengfei Li

Pengfei Li

School of Computer Science & Technology, University of Chinese Academy of SciencesBeijing, China
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Li, Pengfei
, 
Jungang Xu

Jungang Xu

School of Computer Science & Technology, University of Chinese Academy of SciencesBeijing, China
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Xu, Jungang
 and 
Mohammad AI-Hamami

Mohammad AI-Hamami

Management Information Systems, College of Administrative Sciences, Applied Science UniversityBahrain
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AI-Hamami, Mohammad
  
Sep 20, 2022
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Published Online: Sep 20, 2022
Page range: 2413 - 2424
Received: Feb 22, 2022
Accepted: May 15, 2022
DOI: https://doi.org/10.2478/amns.2022.1.00025
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© 2023 Pengfei Li et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.

Fig. 1

Machine learning methods.
Machine learning methods.

Fig. 2

The comparison of excess rate of returns.
The comparison of excess rate of returns.

Fig. 3

The comparison of information ratio.
The comparison of information ratio.

Fig. 4

The comparison of max drawdown.
The comparison of max drawdown.
Language:
English
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Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other
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