Výsledky vyhledávání

Prediction of the Change Points in Stock Markets Using DAE-LSTM

Autor: Hosun Ryou, Yeonji Choi, Hee Soo Lee, Seunghwan Jeong, Sangyong Jeon, Sanghyuk Yoo, Kyongjoo Oh, Tae Hyun Park

Publikováno v: Sustainability
Volume 13
Issue 21
Sustainability, Vol 13, Iss 11822, p 11822 (2021)

Since the creation of stock markets, there have been attempts to predict their movements, and new prediction methodologies have been devised. According to a recent study, when the Russell 2000 industry index starts to rise, stocks belonging to the co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2d6d374df011a7476446ca09df5dfb6

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Momentum Investment Strategy Using a Hidden Markov Model

Autor: Hee Soo Lee, Han Hee Bae, Hosun Ryou, Kyong Joo Oh

Publikováno v: Sustainability
Volume 12
Issue 17
Sustainability, Vol 12, Iss 7031, p 7031 (2020)

There has been a growing demand for portfolio management using artificial intelligence (AI). To sustain a competitive advantage for portfolio management, stock market investors require a strategic investment decision that can realize better returns.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e1bb500299df14641ed0479dfcf130a3

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Asset Allocation Model for a Robo-Advisor Using the Financial Market Instability Index and Genetic Algorithms

Autor: Wonbin Ahn, Hosun Ryou, Kyong Joo Oh, Hee Soo Lee

Publikováno v: Sustainability
Volume 12
Issue 3
Sustainability, Vol 12, Iss 3, p 849 (2020)

There has been a growing demand for portfolio management using robo-advisors, and hence, research on the automation of portfolio composition has been increasing. In this study, we propose a model that automates the portfolio structure by using the in

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::772073561a0fc194d50981bfca1b557b
https://doi.org/10.3390/su12030849

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