Robust machine learning pipelines for trading market-neutral stock portfolios.
Thomas WongMauricio BarahonaPublished in: CoRR (2023)
Keyphrases
- machine learning
- trading systems
- stock data
- stock price
- stock market
- stock exchange
- financial markets
- trading strategies
- foreign exchange
- stock trading
- market data
- machine learning methods
- dow jones
- machine learning algorithms
- electricity markets
- investment strategies
- futures market
- electronic markets
- knowledge acquisition
- artificial intelligence
- text mining
- stock returns
- technical indicators
- agent mediated
- reinforcement learning
- information extraction
- learning algorithm
- trading rules
- learning systems
- trading agents
- transaction costs
- financial data
- electronic commerce
- active learning
- double auction
- decision making
- portfolio optimization
- computer vision
- natural language processing