OSW

SIGNATURE WORK
CONFERENCE & EXHIBITION 2024

Exploring the Feasibility of Industry Classification for S&P 500 Index Constituent Stocks

Name

Xiaotong Zha

Major

Applied Mathematics and Computational Sciences

Class

2024

About

Xiaotong Zha is an undergraduate student of Applied Math and Computer Science in Duke Kunshan University, used to be a tutor of CS101.

Signature Work Project Overview

This project aims to explore the feasibility of using industry classification to understand the US stock market, focusing on the constituent stocks of the S&P 500 index. By applying industry categories provided by Kenneth R. French based on Standard Industrial Classification (SIC) codes, the project seeks to uncover patterns in stock values from November 30, 2013, to November 30, 2023. The objective is to gain insights into stock market patterns through industry lenses, facilitating a better understanding of American stocks and industries and reducing investment risks for researchers and investors.

Signature Work Presentation Video