机器学习选股模型 利用多种数据挖掘方法,建立Alpha多因子选股中性策略。效果其实还好嘛……
线性回归结果这么好也是吓了一跳,重新最小化风险组合下,支持向量回归结果也还可以嘛。 但是选股结果无法用传统经济金融意义去理解,确实很难去说服别人。 PS:BP神经网络效果永远都是差的不得了,干脆把代码删掉好了(手动再见)。 个人感觉除非去到深度学习里面的各种神经网络,不然BPNN这种坑爹货在哪里都比不上SVM、randomforest,甚至连线性regulization都比不上。
This project forked from pyhong/machine-learning-on-stocks-selection
机器学习选股模型
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