Research Article
Research on Risk Identification System Based on Random Forest Algorithm-High-Order Moment Model
Table 3
Test of stock selection results.
| | Stock code | ≥Proportion of RF | <Proportion of RF | Y-ret |
| | 000768 | 3/4 | 1/4 | 1.2466 | | 000897 | 7/12 | 5/12 | 0.1857 | | 600313 | 7/12 | 5/12 | 1.0922 | | 600416 | 7/12 | 5/12 | 1.9384 | | 600728 | 5/12 | 7/12 | −0.1866 | | 600737 | 1/2 | 1/2 | 0.159 |
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