Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing

Siddeeq Laher, Andrew Paskaramoorthy, Terence L. van Zyl. Deep Learning for Financial Time Series Forecast Fusion and Optimal Portfolio Rebalancing. In 24th IEEE International Conference on Information Fusion, FUSION 2021, Sun City, South Africa, November 1-4, 2021. pages 1-8, IEEE, 2021. [doi]

Abstract

Abstract is missing.