School of Economics, Shanghai University, Shanghai, China
The four core financial technologies of Artificial Intelligence (AI), Blockchain, Cloud computing, and Big Data have laid a solid foundation for the financial industry to move towards large-scale "quantitative" and "automated" scenario applications. Nowadays, quantitative trading has been an important research direction in FinTech. This paper, based on the Deep Neural Network in machine learning, input data of opening price, closing price, high price, low price, volume, yield, first-order difference of yield, second-order difference of yield and MACD to predict the rise and fall of CSI 300 index on the next day.
Fintech, Quantitative Investment, Machine Learning, Deep Neural Network
Yuzhe Fang. A Deep Neural Network Based Quantitative Strategy for the CSI 300 Index. International Journal of Frontiers in Engineering Technology (2021), Vol. 3, Issue 10: 84-92. https://doi.org/10.25236/IJFET.2021.031011.
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