RETRACTED: Fuzzy Decision-Making Analysis of Quantitative Stock Selection in VR Industry Based on Random Forest Model (Retracted Article)

被引:20
作者
Zhu, Jia-Ming [1 ]
Geng, Yu-Gan [2 ]
Li, Wen-Bo [2 ]
Li, Xia [2 ]
He, Qi-Zhi [3 ]
机构
[1] Anhui Univ Finance & Econ, Sch Stat & Appl Math, Bengbu 233030, Peoples R China
[2] Anhui Univ Finance & Econ, Sch Finance, Bengbu 233030, Peoples R China
[3] Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China
基金
安徽省自然科学基金;
关键词
D O I
10.1155/2022/7556229
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Since Professor L.A. Zadeh published "Fuzzy Set Theory" in the 1960s, the theory of fuzzy mathematics has been formally established and developed and has been gradually introduced into work in all walks of life. At the same time, fuzzy mathematics theory has also been widely used in VR industry selection. In the stock strategy, the advantages of improving unit classification accuracy, screening high-quality stocks, and constructing near-perfect investment portfolios continue to emerge. On the other hand, with the increasing maturity and continuous development of China's computer and Internet technologies, the VR industry has gained a new round of development space, and its own investment value and the investable space between related industries have been gradually tapped. Different from the analysis of quantitative stock selection by constructing a logistics multifactor stock selection model in the existing research, the research mainly adopts the random forest algorithm based on fuzzy mathematics to construct the initial investment strategy portfolio. Secondly, different from the single effective frontier algorithm, the research is based on the random forest algorithm, calculates the average AUC of the index, and continuously checks and tests the results to obtain the optimal investment portfolio. Finally, select appropriate risk indicators and performance indicators to evaluate the performance of the strategy portfolio. The study concludes that the portfolios selected by the random forest model are highly investable and have good stability.
引用
收藏
页数:12
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