Open AccessStock selection strategy of A-share market based on rotation effect and random forest
Author(s) -
Shuai Wang,
Zhongyan Li,
Junfeng Zhu,
Zhicen Lin,
Meiru Zhong
Publication year - 2020
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2020293
Subject(s) - stock market , portfolio , econometrics , market share , stock (firearms) , index (typography) , investment strategy , random forest , financial economics , economics , business , computer science , finance , market liquidity , geography , context (archaeology) , archaeology , machine learning , world wide web