A Divide-and-Conquer Framework for Attention-based Combination of Multiple Investment Strategies

Xiao Yang
Xiao Yang
Weiqing Liu
Weiqing Liu
Lewen Wang
Lewen Wang
Cheng Qu
Cheng Qu

GlobalSIP, pp. 1-5, 2019.

Other Links: dblp.uni-trier.de|academic.microsoft.com

Abstract:

In order to maximize the profit, investors usually examine diverse investment strategies based on various information when constructing their portfolios. However, they can hardly always construct a profitable portfolio due to the dynamic performance of the strategies and the dynamics of the market state along with the time. To address thi...More

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