Research on multi factor stock selection model based on LightGBM and Bayesian Optimization

Author:

Li Zimo,Xu Weijia,Li Aihua

Funder

Ministry of Education of the People's Republic of China

Central University of Finance and Economics

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Engineering

Reference10 articles.

1. Predicting the Daily Return Direction of the Stock Market Using Hybrid Machine Learning Algorithms;Zhong;Financial Innovation,2019

2. CNNpred: CNN-Based Stock Market Prediction Using a Diverse Set of Variables;Hoseinzade;Expert Systems with Applications,2019

3. Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets;Zhou;Mathematical Problems in Engineering,2018

4. An Integrated Framework of Deep Learning and Knowledge Graph for Prediction of Stock Price Trend: An Application in Chinese Stock Exchange Market;Long;Applied Soft Computing,2020

5. Improvement of Semi Supervised Kernel Clustering Algorithm Based on Multi Factor Stock Selection;Li;Statistics and Information Forum,2018

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