Using Fundamental Analysis and an Ensemble of Classifier Models Along with a Risk-Off Filter to Select Outperforming Companies

by Manuel Moura and Rui Neves

This book develops a quantitative stock market investment methodology using financial indicators that beats the benchmark of S&P500 index. To achieve this goal, an ensemble of machine learning models is meticulously constructed, incorporating four distinct algorithms: support vector machine, k-nearest neighbors, random forest, and logistic regression. These models all make use of financial ratios extracted from company financial statements for...

• Format: Hardcover
• Language: English
• ISBN: 3031620607
• ISBN13: 9783031620607
• Release Date: June 2024
• Publisher: Springer
• Length: 71 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.4" x 6.9" x 10.0"