Fundamental Analysis for Value Investing using Machine Learning

We are currently embarking on a project to evaluate the accuracy of Machine Learning (ML) algorithms on the Value Creation using Fundamental Analysis.

Here we have found 3 related literature discussing the applied ML techniques used.

1. A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines
   https://pdfs.semanticscholar.org/3b6e/3fc28725df3252482ca279359f7fb110973f.pdf
2. https://www.euclidean.com/deep-learning-long-term-investing-1
3. Machine Learning for Stock Prediction Based on Fundamental Analysis
   https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=8423&context=etd

In the future we hope to apply such techniques for the Malaysian market data.