Fuzzy Decision-Making Analysis of Quantitative Stock Selection in VR Industry Based on Random Forest Model

Since Professor L.A. Zadeh published “Fuzzy Set Theory” in the 1960s, theory of fuzzy mathematics has been formally established and developed gradually introduced into work all walks life. At same time, also widely used VR industry selection. In stock strategy, advantages improving unit classification accuracy, screening high-quality stocks, constructing near-perfect investment portfolios continue to emerge. On other hand, with increasing maturity continuous development China’s computer Internet technologies, gained a new round space, its own value investable space between related industries have tapped. Different from analysis quantitative selection by logistics multifactor model existing research, research mainly adopts random forest algorithm based on construct initial strategy portfolio. Secondly, different single effective frontier algorithm, is calculates average AUC index, continuously checks tests results obtain optimal Finally, select appropriate risk indicators performance evaluate The study concludes that selected are highly good stability.