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RL for portfolio optimization dataset of OHLC and technical indicators

Figshare2024-10-07 更新2026-04-28 收录

量化投资组合优化

强化学习金融应用

数据链接：

https://figshare.com/articles/dataset/data_h5/27110638 数据链接链接失效反馈

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资源简介：

H5 file containing OHLC data for several indices (SP500, NASDAQ Composite, Russell 2000, DAX, FTSE100)

应用场景：

创建时间：

2024-10-07

量化投资组合优化

多期股价预测

Stock portfolio management is one of the core issues of quantitative trading research, which is significant to improving a portfolio’s return. As one of the main methods of portfolio construction, the

Figshare2024-10-12 更新100

Machine learning portfolios with equal risk contributions: evidence from the Brazilian market

量化投资组合优化

等风险贡献策略

Sample data and code to showing an example of the implementation of the Multi-Strategy Equal Risk Contribution (MS-ERC) approach in the paper "Machine learning portfolio with equal risk contribution

NIAID Data Ecosystem80

Stock Market Index Enhancement via Machine Learning

量化投资组合优化

股票预期收益预测

The paper Stock Market Index Enhancement via Machine Learning outlines a general simulation and machine learning framework to formulate optimal portfolios given a pool of stocks, and several industry

Mendeley Data20

Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies

量化投资组合优化

零贝塔策略

Research data used in the paper entitled "Enhancing Portfolio Performance: Incorporating Parameter Uncertainties in Zero-Beta Strategies" published in Revista Brasileira de Gestão de Negócios (RBGN) V

DataCite Commons2025-01-30 更新100

Machine learning portfolios with equal risk contributions: evidence from the Brazilian market

量化投资组合优化

机器学习资产配置

Sample data and code to showing an example of the implementation of the Multi-Strategy Equal Risk Contribution (MS-ERC) approach in the paper "Machine learning portfolio with equal risk contribution

Mendeley Data50

RL for portfolio optimization dataset of OHLC and technical indicators

资源简介：

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