Modeling and analysis of a stock-based collaborative filtering algorithm for the Chinese stock market

Zeqi Zheng,Yuandong Gao,Likang Yin,Monika K. Rabarison

Expert Systems with Applications（2020）

引用 8|浏览33

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摘要

•A stock-based collaborative filtering algorithm for stock prediction is proposed.•Backtesting of the algorithm shows a strong profitability.•The algorithm relies on the transmission effect among different stocks.•The transmission effect among companies is consistent with the industrial chain.

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关键词

Collaborative filtering,Stock prediction,Transmission effect

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