---
title: Machine Learning and Stock Market Index
url: https://www.ml-quant.com/papers/ssrn/4913961/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4913961
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4913961
featured: 2024-08-07
citations: unknown
topic: ML & AI Methods
---


# Machine Learning and Stock Market Index

A novel method combining machine learning and Monte Carlo simulation significantly improves returns in Chinese A-share markets, surpassing existing benchmarks.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4913961
- Identifier: SSRN 4913961
- Released: 2024-08-02
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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