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
  • [11] Portfolio optimization with return prediction using deep learning and machine learning
    Ma, Yilin
    Han, Ruizhu
    Wang, Weizhong
    EXPERT SYSTEMS WITH APPLICATIONS, 2021, 165
  • [12] Portfolio optimization with return prediction using deep learning and machine learning
    Ma, Yilin
    Han, Ruizhu
    Wang, Weizhong
    Expert Systems with Applications, 2021, 165
  • [13] Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion
    Haifeng Li
    Mo Hai
    Neural Processing Letters, 56
  • [14] Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion
    Li, Haifeng
    Hai, Mo
    NEURAL PROCESSING LETTERS, 2024, 56 (02)
  • [15] Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization
    Singh, Priya
    Jha, Manoj
    Sharaf, Mohamed
    El-Meligy, Mohammed A.
    Gadekallu, Thippa Reddy
    IEEE ACCESS, 2023, 11 : 104000 - 104015
  • [16] LSTM model optimization on stock price forecasting
    Wang, Yifeng
    Liu, Yuying
    Wang, Meiqing
    Liu, Rong
    2018 17TH INTERNATIONAL SYMPOSIUM ON DISTRIBUTED COMPUTING AND APPLICATIONS FOR BUSINESS ENGINEERING AND SCIENCE (DCABES), 2018, : 173 - 177
  • [17] Reinforcement learning for deep portfolio optimization
    Yan, Ruyu
    Jin, Jiafei
    Han, Kun
    ELECTRONIC RESEARCH ARCHIVE, 2024, 32 (09): : 5176 - 5200
  • [18] Exploration of Stock Portfolio Investment Construction Using Deep Learning Neural Network
    Xie, Zizheng
    Wang, Yi
    COMPUTATIONAL INTELLIGENCE AND NEUROSCIENCE, 2022, 2022
  • [19] Sentiment Analysis Using an Improved LSTM Deep Learning Model
    Bhoi, Dhaval
    Thakkar, Amit
    Patel, Ritesh
    THIRD CONGRESS ON INTELLIGENT SYSTEMS, CIS 2022, VOL 1, 2023, 608 : 249 - 262
  • [20] Stock Price Forecasting Using Deep Learning Model
    Khan, Shahnawaz
    Rabbani, Mustafa Raza
    Bashar, Abu
    Kamal, Mustafa
    2021 INTERNATIONAL CONFERENCE ON DECISION AID SCIENCES AND APPLICATION (DASA), 2021,
12345