A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
From MaRDI portal
Publication:2201385
DOI10.1016/j.chaos.2018.10.012zbMath1442.91089OpenAlexW2897571783WikidataQ129160447 ScholiaQ129160447MaRDI QIDQ2201385
Ya-Nan Lu, Sai-Ping Li, Fei Ren, Li-Xin Zhong, Xiong-Fei Jiang
Publication date: 29 September 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.10.012
Cites Work
- A network-based data mining approach to portfolio selection via weighted clique relaxations
- Portfolio selection using neural networks
- Statistical analysis of financial networks
- Correlation based networks of equity returns sampled at different time horizons
- The multiplex dependency structure of financial markets
- Sparse causality network retrieval from short time series
- Multilayer feedforward networks are universal approximators
- Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
- Mining market data: a network approach
- Community structure in social and biological networks
- Wavelet evolutionary network for complex-constrained portfolio rebalancing
- Comparative evaluation of genetic algorithm and backpropagation for training neural networks
- Unnamed Item
- Unnamed Item
This page was built for publication: A clustering-based portfolio strategy incorporating momentum effect and market trend prediction