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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Vydáno v:	Knowledge-based systems Ročník 239; s. 107957
Hlavní autoři:	Dai, Hong-Liang, Liang, Chu-Xin, Dai, Hong-Ming, Huang, Cui-Yin, Adnan, Rana Muhammad
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Amsterdam Elsevier B.V 05.03.2022 Elsevier Science Ltd
Témata:	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
On-line přístup:	Získat plný text
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