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T2V_TF: An adaptive timing encoding mechanism based Transformer with multi-source heterogeneous information fusion for portfolio management: A case of the Chinese A50 stocks.
Feng Zhou
Qun Zhang
Yuan Zhu
Tian Li
Published in:
Expert Syst. Appl. (2023)
Keyphrases
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multi source
information fusion
portfolio management
data fusion
financial data
fusion algorithm
fusion method
soft computing
fuzzy logic
data sets
sharpe ratio
stock price
fusion process
portfolio selection
data mining
social network analysis
fault diagnosis
portfolio optimization
data model
databases