IEEE - Institute of Electrical and Electronics Engineers, Inc. - A graphical model framework for stock portfolio construction with application to a Neural Network based trading strategy

2015 International Joint Conference on Neural Networks (IJCNN)

Author(s): Mininder Sethi ; Philip Treleaven
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2015
Conference Location: Killarney, Ireland
Conference Date: 12 July 2015
Page(s): 1 - 8
ISBN (Electronic): 978-1-4799-1960-4
ISBN (DVD): 978-1-4799-1959-8
ISSN (Electronic): 2161-4407
DOI: 10.1109/IJCNN.2015.7280361
Regular:

Neural Network methods for stock prediction can be used to successfully signal when to buy individual stocks. The formation of weighted portfolios of such signaled stocks has however received... View More

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