AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
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arXiv
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| Auteurs principaux: | , , , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866929634156740608 |
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| author | Gu, Jiajun Yang, Zichen Lin, Xintong Chen, Sixun Lu, YuTing |
| author_facet | Gu, Jiajun Yang, Zichen Lin, Xintong Chen, Sixun Lu, YuTing |
| contents | This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis constructs advanced financial metrics, such as momentum indicators, volatility measures, and liquidity adjustments. The machine learning framework is employed to identify patterns, relationships, and predictive capabilities of these factors. The integration of traditional financial analytics with machine learning enables enhanced predictive accuracy, offering valuable insights into market behavior and guiding investment strategies. This research highlights the potential of combining domain-specific financial expertise with modern computational tools to address complex market dynamics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_12438 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics Gu, Jiajun Yang, Zichen Lin, Xintong Chen, Sixun Lu, YuTing Statistical Finance This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis constructs advanced financial metrics, such as momentum indicators, volatility measures, and liquidity adjustments. The machine learning framework is employed to identify patterns, relationships, and predictive capabilities of these factors. The integration of traditional financial analytics with machine learning enables enhanced predictive accuracy, offering valuable insights into market behavior and guiding investment strategies. This research highlights the potential of combining domain-specific financial expertise with modern computational tools to address complex market dynamics. |
| title | AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics |
| topic | Statistical Finance |
| url | https://arxiv.org/abs/2412.12438 |