Portfolio management (PM) is a popular financial process that concerns the occasional
reallocation of a particular quantity of capital into a portfolio of assets, with the main aim of …

Since the advent of the transformer neural network architecture, there has been a rapid
adoption and investigation of its applicability in various domains, such as computer vision …

Accurately assessing the air quality index (AQI) values and levels has become an attractive
research topic during the last decades. It is a crucial aspect when studying the possible …

Research on limit order book markets has been rapidly growing and nowadays high-
frequency full order book data is widely available for researchers and practitioners …

This research introduces a novel hybrid architecture that combines deep learning, data-
driven algorithms, and an affinity propagation-based approach to build robust investment …

There have been a massive number of conferences and journals in computer science that
create a lot of difficulties for scientists, especially for early-stage researchers, to find the most …

Stock return forecasting is a major component of numerous finance applications. Predicted
stock returns can be incorporated into portfolio trading algorithms to make informed buy or …

We investigate the use of the normalized imbalance between option volumes corresponding
to positive and negative market views, as a predictor for directional price movements in the …

Portfolio optimization has long been a challenging proposition and a widely studied topic in
finance and management. It involves selecting and allocating the right assets according to …

Portfolio optimization has been a highly studied problem in financial investment expert
systems. The nonlinear constraint portfolio optimization problem cannot be efficiently solved …