Developing a hybrid system for stock selection and portfolio optimization with many-objective optimization based on deep learning and improved NSGA-III.
Mengzheng LvJianzhou WangShuai WangJialu GaoHonggang GuoPublished in: Inf. Sci. (2024)
Keyphrases
- deep learning
- portfolio optimization
- stock market
- stock price
- unsupervised learning
- multiple objectives
- portfolio selection
- machine learning
- problems involving
- mental models
- robust optimization
- risk management
- factor analysis
- weakly supervised
- stock exchange
- non stationary
- pairwise
- bi objective
- expert systems
- financial data
- image processing
- decision making