Long-Term Modeling of Financial Machine Learning for Active Portfolio Management.
Kazuki AmagaiTomoya SuzukiPublished in: CoRR (2023)
Keyphrases
- portfolio management
- long term
- machine learning
- portfolio optimization
- financial data
- portfolio selection
- short term
- data mining
- decision making
- information extraction
- stock market
- transaction costs
- feature extraction
- data analysis
- principal component analysis
- data mining techniques
- text classification
- optimization methods