A Multi-Scale Temporal Feature Aggregation Convolutional Neural Network for Portfolio Management.

Si Shi Jianjun Li Guohui Li Peng Pan

Published in: CIKM (2019)

Keyphrases

portfolio management
convolutional neural network
multiscale
face detection
portfolio selection
portfolio optimization
temporal data
factor analysis
financial data
transaction costs
neural network
decision making
sharpe ratio