Modeling and analysis of a stock-based collaborative filtering algorithm for the Chinese stock market

作者：

Highlights：

• A stock-based collaborative filtering algorithm for stock prediction is proposed.

• Backtesting of the algorithm shows a strong profitability.

• The algorithm relies on the transmission effect among different stocks.

• The transmission effect among companies is consistent with the industrial chain.

摘要

•A stock-based collaborative filtering algorithm for stock prediction is proposed.•Backtesting of the algorithm shows a strong profitability.•The algorithm relies on the transmission effect among different stocks.•The transmission effect among companies is consistent with the industrial chain.

论文关键词：Collaborative filtering,Stock prediction,Transmission effect

论文评审过程：Received 23 December 2018, Revised 5 September 2019, Accepted 5 October 2019, Available online 15 October 2019, Version of Record 10 October 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2019.113006