A review of the application of machine learning in stock investment

DOI

10.2991/hsmet-19.2019.28How to use a DOI?

Keywords

Machine learning, Stock investment, Forecasting stock price, Portfolio.

Abstract

Firstly, this paper summarizes the current mainstream machine learning algorithms; secondly, it analyzes the related application research of machine learning algorithms in stock investment; finally, it finds that the current academic research mainly focuses on the following two aspects: the first aspect is to compare a variety of machine learning algorithms, or to improve the original algorithm, trying to prove that some algorithm or improved algorithm will be useful for the future. The second aspect is to use machine learning algorithm to construct a trading strategy or portfolio, and to try to achieve higher yield and Sharp ratio than other trading strategies or portfolios. Common trading strategies include stock selection strategy, timing strategy and optimizing order placement strategy.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Zhen Sun
AU  - Shangmei Zhao
PY  - 2019/07
DA  - 2019/07
TI  - A review of the application of machine learning in stock investment
BT  - Proceedings of the 4th International Conference on Humanities Science, Management and Education Technology (HSMET 2019)
PB  - Atlantis Press
SP  - 151
EP  - 159
SN  - 2352-5398
UR  - https://doi.org/10.2991/hsmet-19.2019.28
DO  - 10.2991/hsmet-19.2019.28
ID  - Sun2019/07
ER  -