Portfolio optimization with return prediction using deep learning and machine learning.
Yilin MaRuizhu HanWeizhong WangPublished in: Expert Syst. Appl. (2021)
Keyphrases
- deep learning
- portfolio optimization
- machine learning
- sharpe ratio
- unsupervised learning
- portfolio selection
- portfolio management
- problems involving
- stock market
- factor analysis
- bi objective
- stock exchange
- mental models
- pattern recognition
- text classification
- optimization methods
- active learning
- financial time series
- optimization problems
- weakly supervised
- computer vision
- data mining
- feature extraction
- decision making
- efficient solutions
- stock price
- decision makers
- text mining
- data analysis