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November 10, 2025International Journal of Finance & Economics

Enhancing Market Predictability and Investment Decision‐Making: Machine Learning Models for Predicting Stock Market Crashes in China

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Authors

MZMingtao ZhouYMYong MaHNHe Ni

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Overview

Empirical analysis shows machine learning models improve investment decision-making, suggesting enhanced predictions of stock market crashes in China.

Key Points

  • Investment decision-making process improves with machine learning models, particularly the feedforward neural network.
  • The study highlights stock market crashes and validates the logistic regression model's limitations in timing markets.
  • Observational analysis demonstrates the economic benefits for mean–variance investors in various portfolio types post-implementation.
  • Focus on liquidity as a key factor indicates potential market vulnerabilities requiring further attention and strategies.

Cite This Study

Zhou et al. (2025) studied this question.

synapsesocial.com/papers/69253a1ec0ce034ddc356f05https://doi.org/10.1002/ijfe.70091
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