Portfolio Trading of Financial Products Based on Machine Learning.
Yifan ZhangQian ShenJian GuoYiwen JiaPublished in: ICMLC (2022)
Keyphrases
- machine learning
- financial markets
- sharpe ratio
- portfolio optimization
- market data
- portfolio selection
- portfolio management
- trading systems
- decision making
- foreign exchange
- financial information
- trading strategies
- text classification
- decision trees
- stock exchange
- stock market
- stock price
- machine learning algorithms
- electronic commerce
- pattern recognition
- machine learning methods
- knowledge acquisition
- investment strategies
- text mining
- supervised learning
- learning algorithm
- dow jones
- learning systems
- inductive learning
- computer science
- transaction costs
- artificial intelligence
- computer vision
- data mining
- knowledge discovery
- feature selection
- explanation based learning
- learning tasks
- competitive market
- statistical methods
- model selection
- stock index futures
- reinforcement learning