Utilizing Machine Learning to Enhance Profit Generation from Technical Trading Rules in Portfolio Construction within the Stock Exchange of Thailand.
Thummachart SunksuwanThidarat YukoetRattanakorn SadakornThannawat WongwatanakulRattanaporn FakonViet Tinh NguyenRujira ChaysiriPublished in: ICMLA (2023)
Keyphrases
- stock exchange
- trading rules
- investment strategies
- stock market
- machine learning
- transaction costs
- portfolio optimization
- stock price
- stock trading
- financial data
- financial time series
- portfolio management
- short term
- feature selection
- information extraction
- decision making
- non stationary
- financial markets
- data mining
- natural language processing
- natural language
- garch model