LSTM for Return Prediction and Portfolio Optimization in America Stock Market

Chen, Kailiang and Guo, Zheng and Huang, Xin and Jin, Yulan (2023) LSTM for Return Prediction and Portfolio Optimization in America Stock Market. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.

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Abstract

With the development of the financial sector, asset portfolios have become an important part of the financial industry but using the traditional tools to complete asset portfolios is inefficient. In the paper, an asset portfolios system which uses machine learning as main analysis method was designe

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:10
Last Modified: 17 Apr 2026 03:24
URI: http://eprints.eai.eu/id/eprint/42627

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