Research Article
Multifactor Stock Selection Strategy Based on Machine Learning: Evidence from China
| | Style factors | Industry factors |
| | PE | Petroleum and petrochemical | Electrical equipment and new energy | Banking | | PB | Coal industry | National defense and military industry | Nonbank finance | | Market value | Nonferrous industry | Auto industry | Real estate | | Turnover | Electricity and utilities | Trade and retail | Comprehensive finance | | Turnover rate | Steel | Consumer service | Transportation | | Yield | Basic chemical engineering | Home appliance | Electron | | Length of wick | Architectural industry | Textile and garment | Communication | | Closing price | Architectural material industry | Pharmaceutical industry | Computer | | Length of lower shadow | Light manufacturing | Food and beverage industry | Media industry | | Length of upper shadow | Machinery industry | Agriculture, forestry, animal husbandry, and fishery | Comprehensive industry |
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