Optimal portfolio and trading strategy using machine learning
This research presents machine learning models for forecasting the future returns of a portfolio from NASDAQ semiconductors assets by financial analysis, optimization, and technical analysis to form a trading strategy. The performance of the portfolio is evaluated by back-testing. Data were collecte...
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/9844/1/2024338734.pdf |