A Triple Screening Method for the Impact Factors of High Stock Turnover

Abstract

Taking 2680 stocks selected from the market as the research object, this paper proposes a triple screening method for the influential factors of high transfer of stocks. Firstly, we preprocess the data and eliminate the variables with insufficient information. Secondly, cluster analysis was used to eliminate small clusters. Finally, according to the method of feature engineering, we further screen the features. In addition, this paper uses factor analysis method for reference to calculate the profitability of listed companies. The effect is remarkable.