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Record W4379911841 · doi:10.54254/2754-1169/6/20220198

Research on the Stock Investment Value of Hong Kong Stock Connect based on Factor Analysis

2023· article· en· W4379911841 on OpenAlexaff
Guanran Hao, Kai Hou, Junwei Hu, Yao Tan

Bibliographic record

VenueAdvances in Economics Management and Political Sciences · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsColumbia College
Fundersnot available
KeywordsStock (firearms)Order (exchange)PortfolioOperations researchInvestment valueModern portfolio theoryFinancial economicsComputer scienceEconometricsBusinessActuarial scienceEconomicsFinanceEngineering

Abstract

fetched live from OpenAlex

Based on the Hong Kong Stock Connect, this paper introduces a stock investment pricing method based on factor analysis, and combines it with portfolio model. A statistical method known as factor analysis is used to separate common factors from collections of data. British psychologist Spearman was the one who initially put out the idea. He modified and enhanced the portfolio model after discovering a particular link between several probable common elements., so as to form a complete set of methods for establishing stock alternative asset allocation. This paper will first introduce a method to evaluate and compare the business performance of listed companies in the industry, and apply it to the analysis data. Finally got the investment plan. In order to explain and demonstrate the methods and models discussed in this paper, this paper will take the Hong Kong Stock Connect listed companies as an example, and analyse and summarize the results. This paper will have certain reference value for investors, and promote the theoretical research of related issues more in-depth.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.015
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.488
Threshold uncertainty score0.505

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0150.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.004
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.254
GPT teacher head0.485
Teacher spread0.232 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2023
Admission routes1
Has abstractyes

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