Deep learning applications in investment portfolio management: a systematic literature review

Volodymyr Novykov; Christoper Bilson; Adrian Gepp; Geoff Harris; Bruce Vanstone

doi:10.1108/JAL-07-2023-0119

Deep learning applications in investment portfolio management: a systematic literature review

Volodymyr Novykov
, Christoper Bilson
, Adrian Gepp
, Geoff Harris
, Bruce Vanstone

Bond University

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

249 Wedi eu Llwytho i Lawr (Pure)

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Machine learning (ML), and deep learning in particular, is gaining traction across a myriad of real-life applications. Portfolio management is no exception. This paper provides a systematic literature review of deep learning applications for portfolio management. The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.

Iaith wreiddiol	Saesneg
Cyfnodolyn	Journal of Accounting Literature
Dyddiad ar-lein cynnar	18 Rhag 2023
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1108/JAL-07-2023-0119
Statws	E-gyhoeddi cyn argraffu - 18 Rhag 2023

Mynediad at Ddogfen

10.1108/JAL-07-2023-0119Trwydded: !!Unspecified

Manuscript - Deep learning in investment portfolio management_a systematic literature reviewLlawysgrif awdur wedi’i dderbyn, 501 KBTrwydded: CC BY-NC-ND

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title = "Deep learning applications in investment portfolio management: a systematic literature review",

abstract = "Machine learning (ML), and deep learning in particular, is gaining traction across a myriad of real-life applications. Portfolio management is no exception. This paper provides a systematic literature review of deep learning applications for portfolio management. The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.",

author = "Volodymyr Novykov and Christoper Bilson and Adrian Gepp and Geoff Harris and Bruce Vanstone",

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AU - Novykov, Volodymyr

AU - Bilson, Christoper

AU - Gepp, Adrian

AU - Harris, Geoff

AU - Vanstone, Bruce

PY - 2023/12/18

Y1 - 2023/12/18

N2 - Machine learning (ML), and deep learning in particular, is gaining traction across a myriad of real-life applications. Portfolio management is no exception. This paper provides a systematic literature review of deep learning applications for portfolio management. The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.

AB - Machine learning (ML), and deep learning in particular, is gaining traction across a myriad of real-life applications. Portfolio management is no exception. This paper provides a systematic literature review of deep learning applications for portfolio management. The findings are likely to be valuable for industry practitioners and researchers alike, experimenting with novel portfolio management approaches and furthering investment management practice.

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Deep learning applications in investment portfolio management: a systematic literature review

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