Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs

Keyphrases

• Portfolio Optimization 100%
• Learning to Rank Algorithms 100%
• Heterogeneous Knowledge Graph 100%
• Momentum Trading 100%
• Artificial Intelligence Techniques 50%
• Selection Strategy 50%
• Heterogeneous Data 50%
• Corporate Governance 50%
• Machine Learning Techniques 50%
• Portfolio Performance 50%
• Embedding Method 50%
• Predictive Ability 50%
• Taiwan Stock Exchange 50%
• Supervised Learning Method 50%
• Financial Domain 50%
• Investment Decision-making 50%
• Financial Time Series Analysis 50%
• Governance Factors 50%
• Individual Stocks 50%
• Multi-task 50%
• Investment Portfolio 50%
• Knowledge Graph Embedding 50%
• Robust Portfolio Selection 50%
• Heterogeneous Relationship 50%

Computer Science

• Rank Algorithm 100%
• Knowledge Graph 100%
• Decision-Making 50%
• Experimental Result 50%
• Financial Time 50%
• Domain Knowledge 50%
• Supervised Learning 50%
• Heterogeneous Data 50%
• Learning Approach 50%
• Knowledge Graph Embedding 50%
• Individual Stock 50%
• Machine Learning 50%
• Learning System 50%
• Artificial Intelligence 50%
• Selection Method 50%