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This paper first selects the stocks with the most valuable investment value in the future through the random forest algorithm in the nine\u2010factor model and then analyzes them by using the higher\u2010order moment model to find that different investors\u2019 preferences will make the weight of the portfolio change accordingly, which will eventually make the optimal return and risk set of the composition of the portfolio change. The risk identification system designed in this paper can provide an effective risk identification tool for investors and help them make rational judgments.<\/jats:p>","DOI":"10.1155\/2021\/5588018","type":"journal-article","created":{"date-parts":[[2021,4,8]],"date-time":"2021-04-08T20:06:52Z","timestamp":1617912412000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Research on Risk Identification System Based on Random Forest Algorithm\u2010High\u2010Order Moment Model"],"prefix":"10.1155","volume":"2021","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-6454-9241","authenticated-orcid":false,"given":"Li-Jun","family":"Liu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-6419-1403","authenticated-orcid":false,"given":"Wei-Kang","family":"Shen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9419-9433","authenticated-orcid":false,"given":"Jia-Ming","family":"Zhu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2021,4,8]]},"reference":[{"key":"e_1_2_12_1_2","doi-asserted-by":"crossref","unstructured":"FanA.andPalaniswamiM. 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