Artificial intelligence for ETF market prediction and portfolio optimization-Reference-Cited by-同舟云学术

Artificial intelligence for ETF market prediction and portfolio optimization

Published:2019-08-27 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 2019 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining
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Author:

Day Min-Yuh¹,Lin Jian-Ting¹

Affiliation:

1. Tamkang University, Taiwan

Funder

Tamkang University (TKU)

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3341161.3344822

Reference18 articles.

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3. R. F. J. E. J. o. t. E. S. Engle "Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation " pp. 987--1007 1982. R. F. J. E. J. o. t. E. S. Engle "Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation " pp. 987--1007 1982.

4. G. A. J. J. o. B. Karolyi and E. Statistics "A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada " vol. 13 no. 1 pp. 11--25 1995. G. A. J. J. o. B. Karolyi and E. Statistics "A multivariate GARCH model of international transmissions of stock returns and volatility: The case of the United States and Canada " vol. 13 no. 1 pp. 11--25 1995.

5. L. Chen Z. Qiao M. Wang C. Wang R. Du and H. E. J. I. A. Stanley "Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? " vol. 6 pp. 48625--48633 2018. L. Chen Z. Qiao M. Wang C. Wang R. Du and H. E. J. I. A. Stanley "Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? " vol. 6 pp. 48625--48633 2018.

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