ETF Portfolio Construction via Neural Network trained on Financial Statement Data

no code implementations • 4 Jul 2022 • Jinho Lee, Sungwoo Park, Jungyu Ahn, Jonghun Kwak

Therefore, we use the data of individual stocks to train our neural networks to predict the future performance of individual stocks and use these predictions and the portfolio deposit file (PDF) to construct a portfolio of ETFs.

Asset Management

Shai-am: A Machine Learning Platform for Investment Strategies

no code implementations • 1 Jul 2022 • Jonghun Kwak, Jungyu Ahn, Jinho Lee, Sungwoo Park

The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked in practice.

BIG-bench Machine Learning