Matches in SemOpenAlex for { <https://semopenalex.org/work/W4380078093> ?p ?o ?g. }
Showing items 1 to 66 of
66
with 100 items per page.
- W4380078093 endingPage "177" @default.
- W4380078093 startingPage "172" @default.
- W4380078093 abstract "In the context of the transformation stage of the epidemic and the 20th National Congress, we selected factors such as Market Capitalization, ROE, EPS, P / E, and Turnover to analyze the trading data of stock markets such as Shanghai and Shenzhen 300 and Shanghai Securities last year. Use quantitative methods to construct multi-factor stock selection strategies. In terms of factor selection, 8 different types of factors were selected with reference to research literature in related fields and research reports of securities companies. Next, the validity of the factors in the factor pool is tested, and then the correlation analysis is carried out on the effective factors that have been screened out. Finally, the method of equal-weight synthesis is used to synthesize a large class of factors for the highly correlated factors for subsequent preparations. strategy. Three effective factors were screened out through IC test and hierarchical method test, and redundant factors were eliminated. Finally, based on the research process and conclusions, this paper puts forward relevant suggestions for quantitative investment." @default.
- W4380078093 created "2023-06-10" @default.
- W4380078093 creator A5043324316 @default.
- W4380078093 creator A5052328010 @default.
- W4380078093 creator A5085402640 @default.
- W4380078093 date "2023-06-08" @default.
- W4380078093 modified "2023-09-27" @default.
- W4380078093 title "Multi-Factor Stock Selection Strategies Based on Different Securities Markets" @default.
- W4380078093 cites W1971432209 @default.
- W4380078093 cites W1992563875 @default.
- W4380078093 cites W2029056003 @default.
- W4380078093 cites W2119143694 @default.
- W4380078093 cites W2122298188 @default.
- W4380078093 cites W4232474910 @default.
- W4380078093 doi "https://doi.org/10.54691/bcpbm.v46i.5093" @default.
- W4380078093 hasPublicationYear "2023" @default.
- W4380078093 type Work @default.
- W4380078093 citedByCount "0" @default.
- W4380078093 crossrefType "journal-article" @default.
- W4380078093 hasAuthorship W4380078093A5043324316 @default.
- W4380078093 hasAuthorship W4380078093A5052328010 @default.
- W4380078093 hasAuthorship W4380078093A5085402640 @default.
- W4380078093 hasBestOaLocation W43800780931 @default.
- W4380078093 hasConcept C127413603 @default.
- W4380078093 hasConcept C138885662 @default.
- W4380078093 hasConcept C144133560 @default.
- W4380078093 hasConcept C149782125 @default.
- W4380078093 hasConcept C154945302 @default.
- W4380078093 hasConcept C162324750 @default.
- W4380078093 hasConcept C204036174 @default.
- W4380078093 hasConcept C2779137862 @default.
- W4380078093 hasConcept C41008148 @default.
- W4380078093 hasConcept C41895202 @default.
- W4380078093 hasConcept C78519656 @default.
- W4380078093 hasConcept C81917197 @default.
- W4380078093 hasConceptScore W4380078093C127413603 @default.
- W4380078093 hasConceptScore W4380078093C138885662 @default.
- W4380078093 hasConceptScore W4380078093C144133560 @default.
- W4380078093 hasConceptScore W4380078093C149782125 @default.
- W4380078093 hasConceptScore W4380078093C154945302 @default.
- W4380078093 hasConceptScore W4380078093C162324750 @default.
- W4380078093 hasConceptScore W4380078093C204036174 @default.
- W4380078093 hasConceptScore W4380078093C2779137862 @default.
- W4380078093 hasConceptScore W4380078093C41008148 @default.
- W4380078093 hasConceptScore W4380078093C41895202 @default.
- W4380078093 hasConceptScore W4380078093C78519656 @default.
- W4380078093 hasConceptScore W4380078093C81917197 @default.
- W4380078093 hasLocation W43800780931 @default.
- W4380078093 hasOpenAccess W4380078093 @default.
- W4380078093 hasPrimaryLocation W43800780931 @default.
- W4380078093 hasRelatedWork W188618474 @default.
- W4380078093 hasRelatedWork W1978506948 @default.
- W4380078093 hasRelatedWork W2125356288 @default.
- W4380078093 hasRelatedWork W2128302072 @default.
- W4380078093 hasRelatedWork W2380014266 @default.
- W4380078093 hasRelatedWork W2583437913 @default.
- W4380078093 hasRelatedWork W2606073172 @default.
- W4380078093 hasRelatedWork W2970622411 @default.
- W4380078093 hasRelatedWork W3020956693 @default.
- W4380078093 hasRelatedWork W3124788812 @default.
- W4380078093 hasVolume "46" @default.
- W4380078093 isParatext "false" @default.
- W4380078093 isRetracted "false" @default.
- W4380078093 workType "article" @default.