An online portfolio strategy based on trend promote price tracing ensemble learning algorithm

How to carry out an investment portfolio efficiently and reasonably has become a hot issue. This study mainly addresses the problem of the instability of forecasting stock price investment and the difficulty in determining investment proportion by proposing the trend peak price tracing (TPPT). First...

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Veröffentlicht in:	Knowledge-based systems Jg. 239; S. 107957
Hauptverfasser:	Dai, Hong-Liang, Liang, Chu-Xin, Dai, Hong-Ming, Huang, Cui-Yin, Adnan, Rana Muhammad
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Amsterdam Elsevier B.V 05.03.2022 Elsevier Science Ltd
Schlagworte:	Algorithms Averages Ensemble learning Ensemble learning algorithm Forecasting Gradient projection Investment ratio Investments Machine learning Online portfolio investment Portfolios Price anomaly Prices Statistical tests Stock prices Strategies Strategy Three-state price Tracing Value Wealth Width Ensemble learning algorithm Online portfolio investment Three-state price Gradient projection Price anomaly Investment ratio
ISSN:	0950-7051, 1872-7409
Online-Zugang:	Volltext
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