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Enhancing literature review with NLP methods Algorithmic investment strategies case
Working PapersThis study utilizes machine learning algorithms to analyze and organize knowledge in the field of algorithmic trading, based on filtering 136 million research papers to 14,342 articles ranging from 1956 to Q1 2020. We compare previously used practices such as keyword-based algorithms and embedding techniques with state-of-the-art dimension reduction ...
Stanisław Łaniewski, Robert Ślepaczuk
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Neural Network Investment Strategy Algorithm
Proceedings of the 2022 4th International Conference on E-Business and E-Commerce Engineering, 2022Wenjing Feng, Chen Gong, Weihui Chen
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2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence), 2008
There exist many difficulties when investment portfolio problems based on Markowitz model are solved by using some traditional methods, such as Newton method, conjugate gradient method, etc. One of the difficulties is that Markowitz model has rigorous constraint conditions.
null Dazhi Jiang +4 more
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There exist many difficulties when investment portfolio problems based on Markowitz model are solved by using some traditional methods, such as Newton method, conjugate gradient method, etc. One of the difficulties is that Markowitz model has rigorous constraint conditions.
null Dazhi Jiang +4 more
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Research on Investment Strategies Considering Investors' Emotions Based on Optimized CNN Algorithm
2023: This paper explores how to extract investor sentiment in text using an optimized convolutional neural network algorithm and form investor opinions based on it, so as to construct a portfolio model with a higher rate of return. Specifically, based on the text data of SSE 50 constituent stocks in the Oriental Fortune stock bar, the optimized ...
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Construction of Investment Strategies for WIG20, DAX and Stoxx600 with Random Forest Algorithm
2020Machine learning provides powerful tools for data analysis, especially in regression and classification problems what may be used in creation of investment strategies. This paper present an efficient way of utilization of one of the machine learning algorithms on examples of stock indices: Stoxx600, WIG20 and DAX.
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Ensembling Arimax Model in Algorithmic Investment Strategies on Commodities Market
SSRN Electronic Journal, 2023anon Jakubowski +2 more
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Data-driven investment strategies and portfolio management with predictive algorithms
Many analytical tools run off-line and sit in the back room. Someone assembles, formats, and makes sense of the results, who may or may not have anything to do with the decision-making processes. Who sees the results, when, and what they can do with it are pretty much pre-determined.openaire +1 more source
Research on investment portfolio strategy based on intelligent optimization algorithm
2022 11th International Conference on Software and Information Engineering, 2022openaire +1 more source
Journal of Combinatorial Mathematics and Combinatorial Computing
This paper addresses the limitations of the traditional portfolio theory centered on the mean-variance model and expected utility theory, and proposes the establishment of a portfolio model that takes into account the subjective psychological factors of investors, taking into account the fact that investors are susceptible to the influence of various ...
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This paper addresses the limitations of the traditional portfolio theory centered on the mean-variance model and expected utility theory, and proposes the establishment of a portfolio model that takes into account the subjective psychological factors of investors, taking into account the fact that investors are susceptible to the influence of various ...
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Analysis of Accurate Investment Strategy of Distribution Network Based on Ant Colony Algorithm
2023 Global Conference on Information Technologies and Communications (GCITC), 2023Baoxiu Wu, Shaoyu Zhu, Yixi Lin, Lei Yan
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