ARTICLE
26 June 2025

Research on Stock Selection Model and Portfolio Based on Machine Learning

Yaqian Kang1 Zhilong Yang1 Shengsheng Zhang1 Yaoguo Li1 Shuyun Li1
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1 Wuwei NO.6 High School, Wuwei 733000, Gansu, China
LNE 2025 , 3(5), 158–165; https://doi.org/10.18063/LNE.202505028
© 2025 by the Author. Licensee Whioce Publishing, USA. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution 4.0 International License ( https://creativecommons.org/licenses/by/4.0/ )
Abstract

Stock and portfolio is an important part of the financial industry, which is affected by many factors and changes at the same time there are certain rules. The rapid development of big data and artificial intelligence technology represented by machine learning provides investors with new tools for stock selection and investment portfolio. Based on this, this paper will analyze the research background and significance of the stock selection model and investment portfolio based on machine learning, and combine the development status at home and abroad and relevant theoretical basis, to explore the stock selection model and investment portfolio application based on machine learning.

Keywords
Machine learning
Stock selection model
portfolio
Funding
Special project of Shaanxi Provincial Department of education, project type: natural science special project, research category: applied research; project name: application of machine learning algorithm in quantitative investment (Project No.: 23jk0638.)
References

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[3]Luo W, 2024, Application of Fama French Three Factor Model in China's Financial Stock Market. Green Finance and Accounting, 2024(11): 27-31.

[4]Tang G, Zhu L, Liao C, Jiang F, 2024, Research on Asset Pricing Based on Self coded Machine Learning: A Financial Big Data Analysis Perspective of China's Stock Market. Journal of Management Science, 27(9): 82-97.

[5]Gu L, 2023, Research on application of Machine Learning in portfolio. Industrial Innovation Research, 2023(05):127-129.

[6]Zhang J, Li Z, 2023, Whether a company's high quality development level can predict its stock market performance-- based on machine learning. Research of Financial Economics, 38(06):50-65.

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