Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing.
Siddeeq LaherAndrew PaskaramoorthyTerence L. van ZylPublished in: FUSION (2021)
Keyphrases
- deep learning
- financial time series
- optimal portfolio
- stock market
- portfolio selection
- short term
- non stationary
- financial data
- unsupervised learning
- stock price
- stock exchange
- machine learning
- expected utility
- exchange rate
- weakly supervised
- financial markets
- multivariate time series
- long term
- mental models
- text classification
- decision makers
- information extraction