Long Short-Term Memory-based Multi-Period Price Prediction for Portfolio Management.
Zhengyong JiangFrans CoenenPublished in: MLDM (1) (2019)
Keyphrases
- short term
- multi period
- portfolio management
- long term
- load forecasting
- short term prediction
- stock market
- financial data
- production planning
- arima model
- portfolio optimization
- planning horizon
- facility location problem
- financial time series
- data envelopment analysis
- portfolio selection
- multi item
- forecasting model
- routing problem
- decision making
- prediction model
- lot sizing
- transaction costs
- total cost
- particle swarm optimization
- stock price