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SSRNPortfolio & Allocation

Online Portfolio Selection with Deep Sequence Features and Reversal Info

A new algorithm uses machine learning and financial data to improve online portfolio selection and automated trading.

Featured in No. 30 on 20 Dec 2023 · 1 day after release

Released
19 Dec 2023
First featured
No. 30 · 20 Dec 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4669850

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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