Equity-Market-Neutral Strategy Portfolio Construction Using LSTM-Based Stock Prediction and Selection: An Application to S&P500 Consumer Staples Stocks
A Nafia, A Yousfi, A Echaoui - International Journal of Financial Studies, 2023 - mdpi.com
In recent years, a great deal of attention has been devoted to the use of neural networks in
portfolio management, particularly in the prediction of stock prices. Building a more …
portfolio management, particularly in the prediction of stock prices. Building a more …
Stock Portfolio Optimization Using Metaheuristic and Deep Learning Algorithms: Evidence from Boursa Kuwait
There has been considerable interest in portfolio optimization, also known as POP, in the
literature, which has led to the development of various theories and methodologies …
literature, which has led to the development of various theories and methodologies …
A Fusion of LightGBM, PLSRegression, and ElasticNet Regressors in Advanced Ensemble Stacking for Empowering Predictive Modeling
Every expert domain in the world from finance to healthcare and elsewhere involve
predictive modelling. The techniques are presented in this paper as Advanced Ensemble …
predictive modelling. The techniques are presented in this paper as Advanced Ensemble …