基于随机森林的基金评级模型选择
Fund Evaluation Model Selection based on Random Forest
摘要
首先汇集基金常用评价指标,建立一个统一的基金评级指标体系;其次利用随机森林建立基金评级模型;最后通过实验验证了该方法的有效性和优越性.本研究将为投资者提供一个投资决策的优良工具. Firstly we construct a system of fund evaluation index by means of gathering together commonly used fund evaluation indexes.Secondly we construct evaluation model based on random forest.In the end, numerical results show that the model used is effective and advantageous.So this research provides excellent decision-making tool for investors.