Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization-Reference-Cited by-同舟云学术

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Harnessing a Hybrid CNN-LSTM Model for Portfolio Performance: A Case Study on Stock Selection and Optimization

Published:2023 Issue: Volume:11 Page:104000-104015
ISSN:2169-3536
Container-title:IEEE Access
language:
Short-container-title:IEEE Access

Author:

Singh Priya¹^ORCID,Jha Manoj¹,Sharaf Mohamed²^ORCID,El-Meligy Mohammed A.²^ORCID,Gadekallu Thippa Reddy³^ORCID

Affiliation:

1. Department of Mathematics, Bioinformatics and Computer Applications, Maulana Azad National Institute of Technology, Bhopal, Madhya Pradesh, India

2. Department of Industrial Engineering, College of Engineering, King Saud University, Riyadh, Saudi Arabia

3. Zhongda Group, Haiyan, Jiaxing, China

Funder

King Saud University, Riyadh, Saudi Arabia

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering

Link

http://xplorestaging.ieee.org/ielx7/6287639/10005208/10258270.pdf?arnumber=10258270

Reference57 articles.

1. Robust mean-risk portfolio optimization using machine learning-based trade-off parameter

2. Portfolio rebalancing model with transaction costs based on fuzzy decision theory

3. Portfolio optimization with return prediction using deep learning and machine learning

4. Rank Transformations as a Bridge Between Parametric and Nonparametric Statistics

5. Modern Machine Learning Solutions for Portfolio Selection

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1. Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach;Computational Economics;2024-08-01

2. Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection;Computational Economics;2024-03-19

3. Predicting Myanmar Stock Market Trends Using Deep Learning: A Comparative Analysis;2024 IEEE Conference on Computer Applications (ICCA);2024-03-16

4. Stock Market Prediction Using Machine Learning - A Survey;2024 3rd International Conference for Innovation in Technology (INOCON);2024-03-01

5. Hybrid Data-Driven and Deep Learning Based Portfolio Optimization;Journal of Mathematical Finance;2024

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