Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model

Table 3

Test of stock selection results.

Stock code	≥Proportion of RF	<Proportion of RF	Y-ret
000768	3/4	1/4	1.2466
000897	7/12	5/12	0.1857
600313	7/12	5/12	1.0922
600416	7/12	5/12	1.9384
600728	5/12	7/12	−0.1866
600737	1/2	1/2	0.159