A Novel Interpretable Stock Selection Algorithm for Quantitative Trading

Zhengrui Li, Weiwei Lin, James Z. Wang, Peng Peng, Jianpeng Lin, Victor Chang, Jianghu Pan

Abstract: In recent years, machine learning models have exhibited remarkable performance in the fourth industrial revolution. However, especially in the field of stock forecasting, most of the existing models demonstrate either relatively weak interpretability or unsatisfactory performance. This paper propose...