Incorporating Research Reports and Market Sentiment for Stock Excess Return Prediction: A Case of Mainland China

The prediction of stock excess returns is an important research topic for quantitative trading, and stock price prediction based on machine learning is receiving more and more attention. This article takes the data of Chinese A-shares from July 2014 to September 2017 as the research object, and prop...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Scientific programming 2020, Vol.2020 (2020), p.1-7
Hauptverfasser:	Song, Huilin, Huang, Xin, Peng, Diyun
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Artificial intelligence Indicators Machine learning Model accuracy Optimism Performance enhancement Pessimism Securities markets
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!