A portfolio trading system using a novel pixel graph network for stock selection and a mean-CDaR optimization for portfolio rebalancing

Author:

Alamdari Milad Kamali,Esfahanipour AkbarORCID,Dastkhan Hossein

Publisher

Elsevier BV

Subject

Software

Reference79 articles.

1. A. Abraham N.S. Philip P. Saratchandran Modeling Chaotic Behavior of Stock Indices Using Intelligent Paradigms 2004. https://doi.org/10.48550/arXiv.cs/0405018.

2. International diversification with frontier markets;Berger;J. Financ. Econ.,2011

3. Stock prediction using deep learning;Singh;Multimed. Tools Appl.,2017

4. A hybrid fuzzy time series model based on granular computing for stock price forecasting;Chen;Inf. Sci. (Ny. ).,2015

5. The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm;Jiang;Ann. Oper. Res.,2022

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