A quantitative fusion strategy of stock picking and timing based on Particle Swarm Optimized-Back Propagation Neural Network and Multivariate Gaussian-Hidden Markov Model

no code implementations • 10 Dec 2023 • Huajian Li, Longjian Li, Jiajian Liang, Weinan Dai

In recent years, machine learning (ML) has brought effective approaches and novel techniques to economic decision, investment forecasting, and risk management, etc., coping the variable and intricate nature of economic and financial environments.

Dimensionality Reduction