Artificial Intelligence for ETF Market Prediction and Portfolio Optimization

@article{Day2019ArtificialIF,
  title={Artificial Intelligence for ETF Market Prediction and Portfolio Optimization},
  author={Min-Yuh Day and Jian-Ting Lin},
  journal={2019 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM)},
  year={2019},
  pages={1026-1033}
}
  • Min-Yuh Day, Jian-Ting Lin
  • Published 1 August 2019
  • Computer Science
  • 2019 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM)
In asset allocation and time-series forecasting studies, few have shed light on using the different machine learning and deep learning models to verify the difference in the result of investment returns and optimal asset allocation. To fill this research gap, we develop a robo-advisor with different machine learning and deep learning forecasting methodologies and utilize the forecasting result of the portfolio optimization model to support our investors in making decisions. This research… Expand
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