Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs - Wu, Mei-Chen; Huang, Szu-Hao; Chen, An-Pin (Applied intelligence (Dordrecht, Netherlands), 2024)
Keywords: Algorithms; Artificial Intelligence; Computer Science; Knowledge representation; Machine learning; Machines; Manufacturing; Mechanical Engineering; Momentum; Portfolio performance; Processes; Stock exchanges; Stocks; Supervised learning; Portfolio selection; Heterogeneous knowledge graph; Learning-to-rank algorithms; Artificial intelligence in finance; Financial time series analysis; Momentum trading strategy