Stock portfolio optimization using a deep learning LSTM model

被引：0
|
作者：
Sen, Jaydip [1 ]
Dutta, Abhishek [1 ]
Mehtab, Sidra [1 ]
机构：
[1] Department of Data Science, Praxis Business School, Kolkata, India
来源：
arXiv | 2021年
关键词：
911 Cost and Value Engineering; Industrial Economics - 922.2 Mathematical Statistics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
22
引用
收藏
相关论文
共 50 条
  • [1] LSTM-based Deep Learning Model for Stock Prediction and Predictive Optimization Model
    Rather, Akhter Mohiuddin
    EURO JOURNAL ON DECISION PROCESSES, 2021, 9
  • [2] Deep Learning for Stock Price Prediction and Portfolio Optimization
    Sebastian, Ashy
    Tantia, Dr. Veerta
    INTERNATIONAL JOURNAL OF ADVANCED COMPUTER SCIENCE AND APPLICATIONS, 2024, 15 (09) : 926 - 941
  • [3] Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory
    Jang, Junkyu
    Seong, NohYoon
    EXPERT SYSTEMS WITH APPLICATIONS, 2023, 218
  • [4] A novel prediction based portfolio optimization model using deep learning
    Ma, Yilin
    Wang, Weizhong
    Ma, Qianting
    COMPUTERS & INDUSTRIAL ENGINEERING, 2023, 177
  • [5] A NOVEL STOCK PORTFOLIO MODEL BASED ON DEEP REINFORCEMENT LEARNING
    Li, Haifeng
    Hai, Mo
    Zhang, Yuejin
    Li, Pengcheng
    JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2021, 22 (09) : 1791 - 1804
  • [6] Stock Portfolio Optimization Using Metaheuristic and Deep Learning Algorithms: Evidence from Boursa Kuwait
    Al-Muharraqi, Maitham
    Munir, Qaiser
    2024 5th International Conference on Data Analytics for Business and Industry, ICDABI 2024, 2024, : 109 - 116
  • [7] Stock Market PredictionWeb Service Using Deep Learning by LSTM
    Hasan, Mohammad Mahabubul
    Roy, Pritom
    Sarkar, Sabbir
    Khan, Mohammad Monirujjaman
    2021 IEEE 11TH ANNUAL COMPUTING AND COMMUNICATION WORKSHOP AND CONFERENCE (CCWC), 2021, : 180 - 183
  • [8] Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model
    Sen, Jaydip
    Mondal, Saikat
    Nath, Gourab
    arXiv, 2022,
  • [9] A Multi Parameter Forecasting for Stock Time Series Data Using LSTM and Deep Learning Model
    Zaheer, Shahzad
    Anjum, Nadeem
    Hussain, Saddam
    Algarni, Abeer D. D.
    Iqbal, Jawaid
    Bourouis, Sami
    Ullah, Syed Sajid
    MATHEMATICS, 2023, 11 (03)
  • [10] Deep learning in stock portfolio selection and predictions
    Alzaman, Chaher
    EXPERT SYSTEMS WITH APPLICATIONS, 2024, 237
12345