Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management.
Paraskevi NousiLoukia AvramelouGeorgios RodinosMaria TzelepiTheodoros ManousisKonstantinos TsampazisKyriakos StefanidisDimitris SpanosEmmanouil KirtasPavlos TosidisAvraam TsantekidisNikolaos PassalisAnastasios TefasPublished in: CoRR (2023)
Keyphrases
- portfolio management
- deep learning
- portfolio optimization
- financial data
- unsupervised learning
- portfolio selection
- unsupervised feature learning
- online learning
- machine learning
- transaction costs
- sharpe ratio
- decision making
- stock market
- factor analysis
- data mining
- mental models
- weakly supervised
- multi class
- evolutionary algorithm
- object recognition
- information retrieval