Applicability of genetic algorithms for stock market prediction: A systematic survey of the last decade

A Thakkar, K Chaudhari - Computer Science Review, 2024 - Elsevier
Stock market is one of the attractive domains for researchers as well as academicians. It
represents highly complex non-linear fluctuating market behaviours where traders …

A portfolio construction model based on sector analysis using Dempster-Shafer evidence theory and Granger causal network: An application to National stock …

K Bisht, A Kumar - Expert Systems with Applications, 2023 - Elsevier
With the emerging areas of economy, the diverse sector-based investment portfolios are
considered more significant. This paper presents an integrated approach of portfolio …

Real-time portfolio management system utilizing machine learning techniques

PK Aithal, M Geetha, U Dinesh, B Savitha… - IEEE access, 2023 - ieeexplore.ieee.org
There are 1641 companies listed on the National Stock Exchange of India. It is undoubtedly
infeasible for a retail investor to invest in all the stocks. It is a well-known fact that the …

Stacked deep learning structure with bidirectional long-short term memory for stock market prediction

Y Xu, L Chhim, B Zheng, Y Nojima - … , NCAA 2020, Shenzhen, China, July 3 …, 2020 - Springer
The rapid growth of deep learning research has introduced numerous methods to solve real-
world applications. In the financial market, the stock price prediction is one of the most …

Between nonlinearities, complexity, and noises: an application on portfolio selection using kernel principal component analysis

Y Peng, PHM Albuquerque, IF do Nascimento… - Entropy, 2019 - mdpi.com
This paper discusses the effects of introducing nonlinear interactions and noise-filtering to
the covariance matrix used in Markowitz's portfolio allocation model, evaluating the …

Tactical asset allocation through random walk on stock network

WB Freitas, JR Bertini Junior - … , BRACIS 2021, Virtual Event, November 29 …, 2021 - Springer
Tactical asset allocation is an essential method for defining a profitable portfolio for a given
period. An analyst usually creates a tactical asset portfolio through technical analysis, a …

Interpolative Boolean approach for fuzzy portfolio selection

A Rakićević, P Milošević, A Poledica, I Dragović… - Applying fuzzy logic for …, 2019 - Springer
In this chapter, we present a fuzzy approach to portfolio selection based on interpolative
Boolean algebra. Interpolative Boolean algebra is a real-valued generalization of Boolean …

Stock Portfolio Health Monitoring System

S Shinde, A Ware, S Yadav, A Paul… - … System, Computing and …, 2023 - ieeexplore.ieee.org
For many years, stock market portfolio management has been successful in attracting the
interest of several academics from the domains of computer science, finance, and …

Reinforcement Learning Driven Trading Algorithm with Optimized Stock Portfolio Management Scheme to Control Financial Risk

D Ramya - SN Computer Science, 2025 - Springer
In recent years, the application of deep learning techniques in financial markets has
achieved significant attention for develo** effective investment strategies. Traditional …

Portfolio Optimization for Indian Mutual Funds: A Comparative Study

S Bajpai, A Sharma, A Deo… - … Conference on Decision …, 2023 - ieeexplore.ieee.org
This paper studies the various types of Portfolio optimization techniques. It explains the
models and how they differ from each other. The main focus is creating an optimum portfolio …