Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading

Portfolio Optimization with Entropic Value-at-Risk

(2019) Amir Ahmadi-Javid et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A Novel Approach to Short-Term Stock Price Movement Prediction using Transfer Learning

(2019) Thi-Thu Nguyen et al.   Applied Sciences-Basel

Deep learning with long short-term memory networks for financial market predictions

(2018) Thomas Fischer et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Deep learning for limit order books

(2018) Justin A. Sirignano   QUANTITATIVE FINANCE

Mean-VaR portfolio optimization: A nonparametric approach

(2017) Khin T. Lwin et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies

(2017) Eunsuk Chong et al.   EXPERT SYSTEMS WITH APPLICATIONS

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

(2017) Wei Bao et al.   PLoS One

Deep learning for finance: deep portfolios

(2016) J. B. Heaton et al.   APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization

(2016) Miguel A. Lejeune et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns

(2015) Zhongfeng Qin   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Sentiment analysis on social media for stock movement prediction

(2015) Thien Hai Nguyen et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting exchange rate using deep belief networks and conjugate gradient method

(2015) Furao Shen et al.   NEUROCOMPUTING

Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction

(2014) Ayodele Ariyo Adebiyi et al.   Journal of Applied Mathematics

60 Years of portfolio optimization: Practical challenges and current trends

(2013) Petter N. Kolm et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH