A portfolio trading system using a novel pixel graph network for stock selection and a mean-CDaR optimization for portfolio rebalancing.
Milad Kamali AlamdariAkbar EsfahanipourHossein DastkhanPublished in: Appl. Soft Comput. (2024)
Keyphrases
- trading systems
- market data
- portfolio optimization
- stock price
- portfolio management
- stock market
- investment strategies
- technical indicators
- stock index
- transaction costs
- trading rules
- stock exchange
- portfolio selection
- financial markets
- decision making
- complex networks
- spanning tree
- financial forecasting
- trading strategies
- neural network
- information retrieval
- search engine
- keywords
- financial time series
- evolutionary algorithm
- small world
- long term