Value investment with machine learning

• 主要作者: Wang, Jiwei
• 其他作者: Wang Lipo
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2024
• 主題: 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
• 在線閱讀: https://hdl.handle.net/10356/177308

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...