Stock Selection

Stock Selection Model Based on LSTM

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Stock Selection Model Based on LSTM

1. Task Introduction Mainly to train a stock selection model using 2000 stock selection factors as input features, with returns as labels, to train the LSTM model to predict stocks with higher returns on a future trading day. This article mainly introduces the data processing and model building parts, and analyzes different standardization techniques in … Read more

Enhancing RNN with Adaptive Computation Time for Multi-Factor Stock Selection

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Enhancing RNN with Adaptive Computation Time for Multi-Factor Stock Selection

Editorial Department WeChat Official Account KeywordsSearch across the webLatest Ranking 『Quantitative Investment』: Ranked First 『Quantitative』: Ranked First 『Machine Learning』: Ranked Third We will continue to work hard To become a qualityfinancial and technical public account across the web Today we will read an article from Guosen Securities Research Introduction to RNN The biggest feature that … Read more