Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets

Author:

Wang Jianzhou,Lv Mengzheng,Wang Shuai,Gao Jialu,Zhao Yang,Wang Qiangqiang

Funder

Major Program of National Fund of Philosophy and Social Science of China

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference81 articles.

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4. Technical analysis strategy optimization using a machine learning approach in stock market indices[formula presented];Ayala;Knowledge-Based Systems,2021

5. Predicting the direction of stock market prices using tree-based classifiers;Basak;North American Journal of Economics and Finance,2019

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