Enhanced Bollinger Band Stock Quantitative Trading Strategy Based on Random Forest

K Yan, Y Wang, Y Li - Artificial Intelligence Evolution, 2023 - ojs.wiserpub.com
Constructing applicable automated stock trading strategies has become one of the best
ways that people can earn profits from their underlying assets' investments now. Automated …

PCA and MLE-Based Statistical Factor Models for Asset Pricing

S Valivati, S Dutta, S Jain… - … Conference on Network …, 2023 - ieeexplore.ieee.org
Asset pricing revolves around determining the theoretical value of an asset (stock) by
evaluating a wide range of influence factors. High-dimensional data poses extraordinary …