Portfolio management via two-stage deep learning with a joint cost.
Hyungbin YunMinhyeok LeeYeong Seon KangJunhee SeokPublished in: Expert Syst. Appl. (2020)
Keyphrases
- deep learning
- portfolio management
- unsupervised learning
- unsupervised feature learning
- portfolio optimization
- portfolio selection
- machine learning
- transaction costs
- financial data
- expectation maximization
- weakly supervised
- mental models
- cost sensitive
- decision making
- named entities
- learning strategies
- learning algorithm