The Research Of Machine Learning In Quantitative Investment

In recent years,the issue of quantitative investment has been widely concerned In this paper,we mainly discuss the theory of machine learning in the field of quantitative invest-ment In this paper,we use the decision tree algorithm to identify constituent stock of the CSI 500 index.The split of research,find out which has the excess return of stock,build a portfolio.We applied The machine learning algorithms such as SMOTE,CART and ran-domforests are used to build the model The performance of his machine learning algorithm on this dataset shows that our algorithm performs well.