[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"doc-detail-119353-en":3,"doc-seo-119353-105":30,"detail-sidebar-cat-0-en-105":91},{"code":4,"msg":5,"data":6},0,"success",{"doc_id":7,"user_id":8,"nickname":9,"user_avatar":10,"doc_module":4,"category_id":11,"category_name":12,"doc_title":13,"doc_description":14,"doc_content":15,"file_id":16,"file_url":17,"file_type":18,"file_size":19,"view_count":4,"is_deleted":4,"is_public":20,"is_downloadable":20,"audit_status":20,"page_count":21,"language":22,"language_code":23,"site_id":24,"html_lang":23,"table_of_contents":25,"faqs":26,"seo_title":27,"seo_description":14,"update_tm":28,"read_time":29},119353,1099514067415,"Rowan","https://ap-avatar.wpscdn.com/avatar/100002539d78ffe74a7?x-image-process=image/resize,m_fixed,w_180,h_180&k=1779092875211072502",8,"Research & Report","Financial assets selection under the Factor Investing scheme with the support of a Machine Learning algorithm - research report","The study investigates an efficient machine learning approach suitable for financial deployment without requiring the high computational resources demanded by more advanced artificial intelligence techniques. It focuses on supervised binary tree classification to support an asset classification use case within Factor Investing. Effective implementation relies on a strong understanding of financial market behavior and, in particular, the reporting produced by publicly traded companies. The case demonstrates how investors and portfolio managers can use binary trees to identify factor signals that align with investment strategies.","Financial assets selection under the Factor Investing scheme with the support of a  \nMachine Learning algorithm  \nSeleção de ativos financeiros no esquema Factor Investing com o apoio de um  \nalgoritmo de Machine Learning  \nSelección de activos financieros en el esquema Factor Investing con el apoyo de un  \nalgoritmo de Machine Learning  \nDOI: 10.34140/bjbv6n4-067  \nSubmetido: 01/08/2024  \nAprovado: 30/09/2024  \nCarlos Rodríguez  \nDoctorado en Ingeniería de Sistemas por la Universidad Nacional Autónoma de México / Facultad de  \nIngeniería  \nUniversidad Nacional Autónoma de México  \nIIMAS-UNAM  \nCiudad de México. México  \nCorreo Electrónico: [crc@unam.mx](crc@unam.mx)  \nABSTRACT  \nIn this article, the author examines one of the most viable Machine Learning methods for its expeditious implementation in the financial industry, which does not require high computing capacity as required by the most sophisticated Artificial Intelligence techniques that have emerged today. This is the binary tree classification method, which is a supervised learning algorithm, part of the arsenal of Machine Learning algorithms.  \nThis algorithm can be applied efficiently with a medium computing capacity and adequate knowledge of Machine Learning techniques.  \nAn appropriate understanding of the behavior of financial markets is essential for its good implementation, particularly of the reports issued by publicly traded companies.  \nThe case study of this algorithm in the financial industry is in a modern asset allocation scheme known as Factor Investing.  \nThe implementation of Binary Trees for this task is suitable, as it is an asset classification task.  \nThis study shows that through machine learning, specifically binary trees, investors and portfolio managers can identify factors that support their investment strategies.  \nKeywords: asset allocation, factor investing, árboles binarios.  \nRESUMO  \nNeste artigo, o autor examina um dos métodos de Machine Learning mais viáveis para sua rápida implementação no setor financeiro, que não requer alta capacidade computacional como exigido pelastécnicas mais sofisticadas de Inteligência Artificial que surgiram hoje. Este é o método de classificaçãode árvore binária, que é um algoritmo de aprendizado supervisionado, parte do arsenal de algoritmos de Machine Learning.  \nEste algoritmo pode ser aplicado eficientemente com uma capacidade computacional média e conhecimento adequado de técnicas de Machine Learning.  \nUma compreensão adequada do comportamento dos mercados financeiros é essencial para sua boa implementação, particularmente dos relatórios emitidos por empresas de capital aberto.  \nO estudo de caso deste algoritmo no setor financeiro está em um esquema moderno de alocação de ativos  \nconhecido como Factor Investing.  \nA implementação de Árvores Binárias para esta tarefa é adequada, pois é uma tarefa de classificação de ativos.  \nEste estudo mostra que, por meio do Machine Learning, especificamente árvores binárias, investidores egestores de portfólio podem identificar fatores que suportam suas estratégias de investimento.  \nPalavras-chave: alocação de ativos, investimento em fatores, árvores binárias.  \nRESUMEN  \nEn este artículo, el autor examina uno de los métodos de Aprendizaje Automático más viables para su aplicación expeditiva en la industria financiera, que no requiere una gran capacidad de cálculo como la que exigen las técnicas más sofisticadas de Inteligencia Artificial que han surgido en la actualidad. Setrata del método de clasificación en árbol binario, que es un algoritmo de aprendizaje supervisado, que forma parte del arsenal de algoritmos de Aprendizaje Automático.  \nEste algoritmo puede aplicarse eficazmente con una capacidad informática media y un conocimientoadecuado de las técnicas de Aprendizaje Automático.  \nUn conocimiento adecuado del comportamiento de los mercados financieros es esencial para su buena aplicación, en particular de los informes emitidos por las empresas que cot","cbCaiqIjkoXZmLUS","https://ap.wps.com/l/cbCaiqIjkoXZmLUS","pdf",756833,1,14,"English","en",105,"# Introduction\n## Asset allocation and portfolio construction\n## Factor Investing concept\n## Binary tree classification for asset selection\n## Case study framework and implementation considerations","[{\"question\":\"What machine learning method is used in the study for asset selection?\",\"answer\":\"The study uses a supervised binary tree classification method to classify assets within the Factor Investing scheme.\"},{\"question\":\"Why is Factor Investing relevant to the proposed approach?\",\"answer\":\"Factor Investing provides a modern asset allocation framework where securities are selected based on attributes associated with higher returns and diversification effects.\"},{\"question\":\"What is essential for effective implementation of the model?\",\"answer\":\"A proper understanding of financial market behavior is emphasized, especially the reports issued by publicly traded companies, to ensure the method works as intended.\"}]","Financial assets selection under the Factor Investing scheme with the support of a Machine Learning algorithm - research report | PDF",1785723870,35,{"code":4,"msg":31,"data":32},"ok",{"site_id":24,"language":23,"slug":33,"title":13,"keywords":34,"description":14,"schema_data":35,"social_meta":86,"head_meta":88,"extra_data":90,"updated_unix":28},"financial-assets-selection-under-the-factor-investing-scheme-with-the-support-of-a-machine-learning-algorithm-research-report","",{"@graph":36,"@context":85},[37,54,68],{"@type":38,"itemListElement":39},"BreadcrumbList",[40,44,48,51],{"item":41,"name":42,"@type":43,"position":20},"https://docshare.wps.com","Home","ListItem",{"item":45,"name":46,"@type":43,"position":47},"https://docshare.wps.com/document/","Document",2,{"item":49,"name":12,"@type":43,"position":50},"https://docshare.wps.com/document/research-report/",3,{"item":52,"name":13,"@type":43,"position":53},"https://docshare.wps.com/document/financial-assets-selection-under-the-factor-investing-scheme-with-the-support-of-a-machine-learning-algorithm-research-report/119353/",4,{"url":52,"name":13,"@type":55,"author":56,"headline":13,"publisher":58,"fileFormat":61,"inLanguage":23,"description":14,"dateModified":62,"datePublished":62,"encodingFormat":61,"isAccessibleForFree":63,"interactionStatistic":64},"DigitalDocument",{"name":9,"@type":57},"Person",{"url":41,"name":59,"@type":60},"DocShare","Organization","application/pdf","2026-08-03",true,{"@type":65,"interactionType":66,"userInteractionCount":4},"InteractionCounter",{"@type":67},"ViewAction",{"@type":69,"mainEntity":70},"FAQPage",[71,77,81],{"name":72,"@type":73,"acceptedAnswer":74},"What machine learning method is used in the study for asset selection?","Question",{"text":75,"@type":76},"The study uses a supervised binary tree classification method to classify assets within the Factor Investing scheme.","Answer",{"name":78,"@type":73,"acceptedAnswer":79},"Why is Factor Investing relevant to the proposed approach?",{"text":80,"@type":76},"Factor Investing provides a modern asset allocation framework where securities are selected based on attributes associated with higher returns and diversification effects.",{"name":82,"@type":73,"acceptedAnswer":83},"What is essential for effective implementation of the model?",{"text":84,"@type":76},"A proper understanding of financial market behavior is emphasized, especially the reports issued by publicly traded companies, to ensure the method works as intended.","https://schema.org",{"og:url":52,"og:type":87,"og:title":13,"og:site_name":59,"og:description":14},"article",{"robots":89,"canonical":52},"index,follow",{"doc_id":7,"site_id":24},{"code":4,"msg":5,"data":92},[93,97,101,105,110,115,120,123,128,131,135],{"id":20,"doc_module":4,"doc_module_name":46,"category_name":94,"show_sort_weight":95,"slug":96},"Story & Novel",90,"story-novel",{"id":47,"doc_module":4,"doc_module_name":46,"category_name":98,"show_sort_weight":99,"slug":100},"Literature",80,"literature",{"id":53,"doc_module":4,"doc_module_name":46,"category_name":102,"show_sort_weight":103,"slug":104},"Exam",70,"exam",{"id":106,"doc_module":4,"doc_module_name":46,"category_name":107,"show_sort_weight":108,"slug":109},5,"Comic",60,"comic",{"id":111,"doc_module":4,"doc_module_name":46,"category_name":112,"show_sort_weight":113,"slug":114},6,"Technology",50,"technology",{"id":116,"doc_module":4,"doc_module_name":46,"category_name":117,"show_sort_weight":118,"slug":119},7,"Healthcare",40,"healthcare",{"id":11,"doc_module":4,"doc_module_name":46,"category_name":12,"show_sort_weight":121,"slug":122},30,"research-report",{"id":124,"doc_module":4,"doc_module_name":46,"category_name":125,"show_sort_weight":126,"slug":127},9,"Religion & Spirituality",20,"religion-spirituality",{"id":126,"doc_module":4,"doc_module_name":46,"category_name":129,"show_sort_weight":126,"slug":130},"World Cup","world-cup",{"id":132,"doc_module":4,"doc_module_name":46,"category_name":133,"show_sort_weight":132,"slug":134},10,"Lifestyle","lifestyle",{"id":136,"doc_module":4,"doc_module_name":46,"category_name":137,"show_sort_weight":106,"slug":138},19,"General","general"]