Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model
J Wang, Q Cui, X Sun, M He - Engineering Applications of Artificial …, 2022 - Elsevier
The analysis and prediction of stock markets in Asian is an important issue which can help to
promote the integration and globalization of financial cooperation. However, owning to the …
promote the integration and globalization of financial cooperation. However, owning to the …
Eagle strategy arithmetic optimisation algorithm with optimal deep convolutional forest based fintech application for hyper-automation
P Mohan, S Neelakandan, A Mardani… - Enterprise Information …, 2023 - Taylor & Francis
Hyper automation is the group of approaches and software companies utilised to automate
manual procedures. Financial Technology (FinTech) was processed as a distinctive …
manual procedures. Financial Technology (FinTech) was processed as a distinctive …
Portfolio optimization in both long and short selling trading using trend ratios and quantum-inspired evolutionary algorithms
Stock selection is the first problem that investors encounter when investing in the stock
market and is paramount. The Sharpe ratio is a common assessment strategy. However, the …
market and is paramount. The Sharpe ratio is a common assessment strategy. However, the …
Forecasting of Taiwan's weighted stock Price index based on machine learning
IF Su, PL Lin, YC Chung, C Lee - Expert Systems, 2023 - Wiley Online Library
This study proposes a stack framework of light gradient boosting machine (LGBM) for
Taiwan stock market index prediction. Stock market predictions have been regarded as a …
Taiwan stock market index prediction. Stock market predictions have been regarded as a …
Stock trading system based on machine learning and kelly criterion in internet of things
The evolution of the Internet of Things (IoT) has promoted the prevalence of the financial
industry as a variety of stock prediction models have been able to accurately predict various …
industry as a variety of stock prediction models have been able to accurately predict various …
An evolutionary-based approach for optimising diverse group stock portfolio with active and inactive stocks
CH Chen, CY Lu, RD Chiang… - Enterprise Information …, 2023 - Taylor & Francis
When a stock portfolio is suggested to inventors, they may need a mechanism to replace
stocks when their future prospects are pessimistic. However, existing approaches only …
stocks when their future prospects are pessimistic. However, existing approaches only …
Integrating Kelly Criterion with Technical Indicators for VN30 Stock Market
DLV Dinh, NH Tran, VHK May, H Tran, TD Minh… - … on Intelligent Systems …, 2024 - Springer
Recently algorithmic trading has revolutionized financial markets. This study investigates the
application of the Kelly criterion and technical indicators pairs (relative strength index RSI …
application of the Kelly criterion and technical indicators pairs (relative strength index RSI …