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Quantitative stock portfolio optimization by multi-task learning risk and return
16 references·2 citing·46 second hop
Quantitative stock portfolio optimization by multi-task learning risk and return (2023)Quantitative stock portfolio optimization…Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence (2022)Proceedings of the Thirty-Fir…Machine learning techniques and data for stock market forecasting: A literature review (2022)Machine learning techniques a…Applications of deep learning in stock market prediction: Recent progress (2021)Applications of deep learning…Stock market movement forecast: A Systematic review (2020)Stock market movement forecas…Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Mean–variance portfolio optim…Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong (2020)Incorporating stock prices an…An integrated framework of deep learning and knowledge graph for prediction of stock price trend: An application in Chinese stock exchange market (2020)An integrated framework of de…A novel graph convolutional feature based convolutional neural network for stock trend prediction (2020)A novel graph convolutional f…Temporal Relational Ranking for Stock Prediction (2019)Temporal Relational Ranking f…Technical analysis and sentiment embeddings for market trend prediction (2019)Technical analysis and sentim…A systematic review of fundamental and technical analysis of stock market predictions (2019)A systematic review of fundam…Stock Market Volatility and Learning (2015)Stock Market Volatility and L…Information Externalities along the Supply Chain: The Economic Determinants of Suppliers’ Stock Price Reaction to Their Customers’ Earnings Announcements* (2011)Information Externalities alo…Misery Loves Company: The Spread of Negative Impacts Resulting from an Organizational Crisis (2008)Misery Loves Company: The Spr…Financial market imperfections, firm leverage and the cyclicality of employment (1993)Financial market imperfection…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Leveraging quantum‐inspired chimp optimization and deep neural networks for enhanced profit forecasting in financial accounting systems (2024)Leveraging quantum‐inspired c…Fusing pairwise modalities for emotion recognition in conversations (2024)Fusing pairwise modalities fo…Asset Prices in an Exchange Economy (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Liquidity Shocks and Asset Price Boom/Bust Cycles (2007)Stock Price Booms and Expected Capital Gains (2017)Listening to Chaotic Whispers (2018)Textual analysis of stock market prediction using breaking financial news (2009)Wikidata (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Enhancing Stock Movement Prediction with Adversarial Training (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Transformer-based attention network for stock movement prediction (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Twitter mood predicts the stock market (2011)A comprehensive evaluation of ensemble learning for stock-market prediction (2020)Prediction of stock price direction using a hybrid GA-XGBoost algorithm with a three-stage feature engineering process (2021)Cryptocurrency trading: a comprehensive survey (2022)When Is a Liability Not a Liability? 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(1992)School Choice: A Mechanism Design Approach (2003)Algorithmics of Matching Under Preferences (2012)MFIR: Multimodal fusion and inconsistency reasoning for explainable fake news detection (2023)Rethink reporting of evaluation results in AI (2023)Bias Testing and Mitigation in LLM-based Code Generation (2025)The Business Cycle, Investor Sentiment, and Costly External Finance (2013)The Dynamics of Employment Growth (2014)Firm Leverage, Consumer Demand, and Employment Losses During the Great Recession* (2016)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2021Applications of deep learning in stock market prediction: Recent progress725 cited
  • 2019Temporal Relational Ranking for Stock Prediction551 cited
  • 2019A systematic review of fundamental and technical analysis of stock market predictions545 cited
  • 2022Machine learning techniques and data for stock market forecasting: A literature review542 cited
  • 2020Stock market movement forecast: A Systematic review374 cited
  • 1993Financial market imperfections, firm leverage and the cyclicality of employment370 cited
  • 2020Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong370 cited
  • 2015Stock Market Volatility and Learning320 cited
  • 2022Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence317 cited
  • 2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
  • 2019Technical analysis and sentiment embeddings for market trend prediction293 cited
  • 2011Information Externalities along the Supply Chain: The Economic Determinants of Suppliers’ Stock Price Reaction to Their Customers’ Earnings Announcements*286 cited
  • 2020A novel graph convolutional feature based convolutional neural network for stock trend prediction284 cited

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  • 2020An integrated framework of deep learning and knowledge graph for prediction of stock price trend: An application in Chinese stock exchange market267 cited
  • 2008Misery Loves Company: The Spread of Negative Impacts Resulting from an Organizational Crisis253 cited
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    • 2024Fusing pairwise modalities for emotion recognition in conversations69 cited
    • 2024Leveraging quantum‐inspired chimp optimization and deep neural networks for enhanced profit forecasting in financial accounting systems43 cited