Research on Stock Selection Scheme Based on Quantitative Multi-factor Model

DOI

10.2991/978-94-6463-010-7_60How to use a DOI?

Keywords

Multi-Factor; Quantitative; Stock Selection Model; In-Dividual Stock Portfolio

Abstract

With the continuous improvement of the theoretical foundations of mathematical and behavioral finance, quantitative investments have sufficient and necessary conditions to develop vigorously. In the society of increasing investment, quantitative investment has become an inevitable trend. In this paper, based on the multi-factor stock selection model, we analyze some financial indicators and trading data of listed companies in detail by quantitative methods, and test the model by using the data of A-share market in combination with the statistical test method. It achieves the purpose of providing investment reference and advice for stock investors. This study aims to help investors identify the most valuable stock portfolios.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Haiwen Liu
AU  - Yongxin Chen
AU  - Xiang Zhu
AU  - Fan Wu
PY  - 2022
DA  - 2022/12/02
TI  - Research on Stock Selection Scheme Based on Quantitative Multi-factor Model
BT  - Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)
PB  - Atlantis Press
SP  - 586
EP  - 594
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-010-7_60
DO  - 10.2991/978-94-6463-010-7_60
ID  - Liu2022
ER  -