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

Research output: Contribution to journal › Article › peer-review

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Deep learning applications in investment portfolio management: a systematic literature review. / Novykov, Volodymyr; Bilson, Christoper; Gepp, Adrian et al.
In: Journal of Accounting Literature, 18.12.2023.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Novykov, V, Bilson, C, Gepp, A, Harris, G & Vanstone, B 2023, 'Deep learning applications in investment portfolio management: a systematic literature review', Journal of Accounting Literature. https://doi.org/10.1108/JAL-07-2023-0119

APA

Novykov, V., Bilson, C., Gepp, A., Harris, G., & Vanstone, B. (2023). Deep learning applications in investment portfolio management: a systematic literature review. Journal of Accounting Literature. Advance online publication. https://doi.org/10.1108/JAL-07-2023-0119

CBE

Novykov V, Bilson C, Gepp A, Harris G, Vanstone B. 2023. Deep learning applications in investment portfolio management: a systematic literature review. Journal of Accounting Literature. https://doi.org/10.1108/JAL-07-2023-0119

MLA

Novykov, Volodymyr et al. "Deep learning applications in investment portfolio management: a systematic literature review". Journal of Accounting Literature. 2023. https://doi.org/10.1108/JAL-07-2023-0119

VancouverVancouver

Novykov V, Bilson C, Gepp A, Harris G, Vanstone B. Deep learning applications in investment portfolio management: a systematic literature review. Journal of Accounting Literature. 2023 Dec 18. Epub 2023 Dec 18. doi: 10.1108/JAL-07-2023-0119

Author

Novykov, Volodymyr ; Bilson, Christoper ; Gepp, Adrian et al. / Deep learning applications in investment portfolio management: a systematic literature review. In: Journal of Accounting Literature. 2023.

RIS

TY - JOUR

T1 - Deep learning applications in investment portfolio management: a systematic literature review

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.

U2 - 10.1108/JAL-07-2023-0119

DO - 10.1108/JAL-07-2023-0119

M3 - Article

JO - Journal of Accounting Literature

JF - Journal of Accounting Literature

SN - 0737-4607

ER -