Financial Portfolio Construction for Quantitative Trading Using Deep Learning Technique.
Rasha Abdel KawyWalid M. AbdelmoezAmin A. ShoukryPublished in: ICAISC (1) (2021)
Keyphrases
- deep learning
- financial markets
- sharpe ratio
- market data
- portfolio optimization
- trading systems
- portfolio management
- decision making
- trading strategies
- portfolio selection
- unsupervised feature learning
- unsupervised learning
- stock exchange
- machine learning
- investment strategies
- mental models
- stock price
- stock market
- risk management
- long range
- deep architectures
- decision makers
- online learning
- weakly supervised
- maximum likelihood