Abstract:Objective: based on a systematic approach using machine learning, this research aims to propose a model of selection and allocation of assets that allows for building profitable and safe portfolios, even in times of insecurity and low predictability.Methodology: we used the machine learning algorithm called random forest to associate the independent variables with a dependent one and learn the probability of positive returns in the month following the data collection. According to the probabilities, the stocks… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.