Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model

被引：3
|
作者：
Liu, Li-Jun [1 ]
Shen, Wei-Kang [1 ]
Zhu, Jia-Ming [2 ]
机构：
[1] Hebei GEO Univ, Sch Econ, Shijiazhuang 050031, Hebei, Peoples R China
[2] Anhui Univ Finance & Econ, Inst Quantitat Econ, Bengbu 233030, Peoples R China
来源：
COMPLEXITY | 2021年 / 2021卷
关键词：
Decision trees;
D O I：
10.1155/2021/5588018
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
With the continuous development of the stock market, designing a reasonable risk identification tool will help to solve the irrational problem of investors. This paper first selects the stocks with the most valuable investment value in the future through the random forest algorithm in the nine-factor model and then analyzes them by using the higher-order moment model to find that different investors' preferences will make the weight of the portfolio change accordingly, which will eventually make the optimal return and risk set of the composition of the portfolio change. The risk identification system designed in this paper can provide an effective risk identification tool for investors and help them make rational judgments.
引用
收藏
页数：10
相关论文
共 50 条
  • [21] Identification of Shale Lithofacies by Well Logs Based on Random Forest Algorithm
    Wang M.
    Yang J.
    Wang X.
    Li J.
    Xu L.
    Yan Y.
    Diqiu Kexue - Zhongguo Dizhi Daxue Xuebao/Earth Science - Journal of China University of Geosciences, 2023, 48 (01): : 130 - 142
  • [22] Design of Random Forest Algorithm Based Model for Tachycardia Detection
    Mohapatra, Saumendra Kumar
    Swarnkar, Tripti
    Mohanty, Mihir Narayan
    ADVANCED COMPUTING AND INTELLIGENT ENGINEERING, 2020, 1082 : 191 - 199
  • [23] Collapse column prediction model based on random forest algorithm
    Hao Shuai
    Wang Huaixiu
    2022 34TH CHINESE CONTROL AND DECISION CONFERENCE, CCDC, 2022, : 1045 - 1048
  • [24] Application Research on Risk Assessment of Municipal Pipeline Network Based on Random Forest Machine Learning Algorithm
    Cen, Hang
    Huang, Delong
    Liu, Qiang
    Zong, Zhongling
    Tang, Aiping
    WATER, 2023, 15 (10)
  • [25] Background Noise Identification System Based on Random Forest for Speech
    Bharti, Shambhu Shankar
    Gupta, Manish
    Agarwal, Suneeta
    INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTING AND APPLICATIONS, ICICA 2016, 2018, 632 : 323 - 332
  • [26] NEW RANGE ALIGNMENT ALGORITHM FOR ISAR BASED ON HIGH ORDER MOMENT
    Wang Ling Zhu Daiyin Zhu Zhaoda (College of Information Science and Technology
    JournalofElectronics(China), 2007, (04) : 509 - 514
  • [27] Research into a risk assessment model for online public opinions based on big data: random forest and logistic model
    Dong, Danhui
    International Journal of Data Science, 2024, 9 (01) : 19 - 34
  • [28] An Intelligent Learning System Based on Random Search Algorithm and Optimized Random Forest Model for Improved Heart Disease Detection
    Javeed, Ashir
    Zhou, Shijie
    Liao Yongjian
    Qasim, Iqbal
    Noor, Adeeb
    Nour, Redhwan
    IEEE ACCESS, 2019, 7 (180235-180243) : 180235 - 180243
  • [29] Research of Model Identification for Control System Based on Improved Differential Evolution Algorithm
    Zheng, Li
    Peng, Daogang
    Sun, Yuzhen
    Gao, Sheng
    ADVANCED COMPUTATIONAL METHODS IN LIFE SYSTEM MODELING AND SIMULATION, LSMS 2017, PT I, 2017, 761 : 282 - 293
  • [30] Flood hazard risk assessment model based on random forest
    Wang, Zhaoli
    Lai, Chengguang
    Chen, Xiaohong
    Yang, Bing
    Zhao, Shiwei
    Bai, Xiaoyan
    JOURNAL OF HYDROLOGY, 2015, 527 : 1130 - 1141
12345