摘要
本文通过对机器学习中Ada Boost算法的使用,分别对上证指数不同阶段的收益率中的财务数据进行特征学习,进而研究其不同阶段下的财务因子的影响力,该研究很好地展现了不同阶段下的影响因子的影响力的变化。无论在牛市、熊市、震荡市哪个阶段流通市值的影响力都位于总市值的前面,这个结论跟这几年在股市的表现非常一致,无论是之前中小创独牛还是后来大蓝筹疯狂,体现的是我A一大特点:炒新炒小的特点。
Based on the use of Ada Boost algorithm in machine learning, this paper studies the financial data in different stages of Shanghai Composite Index, and then studies the influence of financial factors under different stages. The research shows that The influence of influencing factors under different stages. Whether in the bull market, bear market, shock market which market capitalization of the market value of the influence are located in front of the total market value, this conclusion with the performance of the stock market in recent years is very consistent, whether it is before the small or only large blue-chip crazy I am a major feature of A: fried new fried small features.
