Value investment with machine learning

• Main Author: Wang, Jiwei
• Other Authors: Wang Lipo
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Kalue investment; Machine learning; China A-share market; Multi-factor models; Gradient boosting decision tree; Fundamental analysis; Technical analysis; Quantamental investing
• Online Access: https://hdl.handle.net/10356/177308
• Institution: Nanyang Technological University

This thesis investigates the application of machine learning techniques to value investment strategies within the Chinese A-share market, utilizing the BigQuant platform and the advanced StockRanker model. Our research focuses on integrating fundamental and technical factors to enhance predictive ac...