At the invitation of the school of Mathematical Sciences, Dr. Fu Yi , College of Business, Shanghai Normal University, delivered an academic report entitled " CPP quantitative stock selection strategy basing on dynamically adjusting factors model " by Tencent Conference at afternoon in Dec. 9, 2020. Some teachers of the Department of Statistics and Financial mathematics of the School of Mathematical Sciences, and some graduate students majoring in probability theory and mathematical statistics, statistics and applied statistics attended the meeting.
Dr. Fu graduated from Tongji University majoring in financial mathematics. He is now an associate professor of Shanghai Normal University and the project leader of financial master's degree. His research interests include big data analysis in finances , application of machine learning in quantitative investment, etc.
Professor Fu introduced in detail the factors affecting the return on investment in the stock market and the difficulties in investment selection. In this paper, the theory and algorithm of machine learning are given. The stocks are classified into five categories, and the probability distribution is considered. Using real data, this paper empirically analyzes the return and robustness of portfolio, and the results show that the strategy is effective and sustainable. In the end, Professor Fu answered some questions and the meeting was concluded successfully.
（From Li Qicai）