Xu, Youen and Luo, Yang (2015) Study of Random Forest and XGBoost Quantitative Stock Selection Strategies. In: Proceedings of the 2nd International Conference on Bigdata Blockchain and Economy Management, ICBBEM 2023, May 19–21, 2023, Hangzhou, China.
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Abstract
The data of all A-share stocks in the Chinese stock market with regular trading in the sample period from 01/01/2015 to 12/31/2021 were analyzed. Factor IC and other methods were used to identify factors that significantly affected the next period return of stocks, and random forest and XGBoost stoc
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:33 |
| Last Modified: | 17 Apr 2026 02:33 |
| URI: | http://eprints.eai.eu/id/eprint/44287 |
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