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Decomposition based neural dynamics for portfolio management with tradeoffs of risks and profits under transaction costs
16 references·0 citing·52 second hop
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References

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  • 2011Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem328 cited
  • 2015High-Frequency Trading and Market Performance197 cited
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  • 2016Encyclopedia of Information Science and Technology123 cited
  • 2020Portfolio selection: a fuzzy-ANP approach123 cited
  • 2018Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications91 cited
  • 2021Fraud detection in publicly traded U.S firms using Beetle Antennae Search: A machine learning approach83 cited
  • 2013Modern Portfolio Theory : Foundations, Analysis, and New Developments80 cited
  • 2020Analysis on block chain financial transaction under artificial neural network of deep learning70 cited
  • 2021Graph-based stock correlation and prediction for high-frequency trading systems68 cited
  • 2019Sparse portfolio selection via the sorted ℓ1-Norm63 cited
  • 2021Trading at the Speed of Light: How Ultrafast Algorithms Are Transforming Financial Markets

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  • 2024Deep learning in high-frequency trading: Conceptual challenges and solutions for real-time fraud detection55 cited
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