なぜ株価学習モデルは似たような銘柄を選んでしまうのか？

抄録

We examine that the models which are inputted very different factors and are learning same stock returns select similar stocks each other. We make 2 type models, neural network model and linear regression model. In both cases, the predictions of returns are more similar, as learning term is shorter. The reasons may be that the past stock returns which all models learned are same, and there are positive feedback mechanisms in the markets.