Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization.
Priya SinghManoj JhaMohamed Abdel Fattah SharafMohammed A. El-MeligyThippa Reddy GadekalluPublished in: IEEE Access (2023)
Keyphrases
- experimental data
- high level
- probabilistic model
- mathematical model
- optimization method
- portfolio optimization
- objective function
- prior knowledge
- optimization model
- theoretical analysis
- optimization algorithm
- computational model
- selection mechanism
- optimization process
- optimization methods
- recurrent neural networks
- theoretical framework
- genetic algorithm
- probability distribution
- cost function
- similarity measure
- case study