Mastering stock markets with efficient mixture of diversified trading experts

• Main Authors: SUN, Shuo, WANG, Xinrun, XUE, Wanqi, LOU, Xiaoxuan, AN, Bo
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2023
• Subjects: computational finance; deep learning; ensemble learning; mixture-of-experts; quantitative investment; stock prediction; Artificial Intelligence and Robotics; Finance and Financial Management; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/9046; https://ink.library.smu.edu.sg/context/sis_research/article/10049/viewcontent/3580305.3599424_pvoa_cc_by.pdf
• Institution: Singapore Management University

Quantitative stock investment is a fundamental financial task that highly relies on accurate prediction of market status and profitable investment decision making. Despite recent advances in deep learning (DL) have shown stellar performance on capturing trading opportunities in the stochastic stock...