
Empirical Analysis of Multi-factor Stock Selection Model Based on Weight Assignment of Momentum and Discrete Degree
Author(s) -
Li Li,
Sui Tian
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v19i.737
Subject(s) - weighting , stock (firearms) , econometrics , stock market , sorting , mathematics , momentum (technical analysis) , statistics , selection (genetic algorithm) , economics , computer science , engineering , medicine , algorithm , financial economics , machine learning , geography , mechanical engineering , context (archaeology) , archaeology , radiology