ETF Portfolio Construction via Neural Network trained on Financial Statement Data.

Jinho Lee Sungwoo Park Jungyu Ahn Jonghun Kwak

Published in: CoRR (2022)

Keyphrases

neural network
data sets
data points
data analysis
prior knowledge
image data
data structure
data distribution
database
knowledge discovery
synthetic data
data sources
data processing
sensor data
portfolio optimization
training process
missing data
high dimensional data
xml documents
training data
data streams