Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)

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Optimal Portfolio Strategy Research Based on Convolutional Neural Network

Authors
Guangchen Yan1, *
1School of China, Jiliang University, Hangzhou, 310016, Zhejiang, China
*Corresponding author. Email: 17h0707115@cjlu.edu.cn
Corresponding Author
Guangchen Yan
Available Online 2 December 2022.
DOI
10.2991/978-94-6463-010-7_68How to use a DOI?
Keywords
Component; Model; Convolutional Neural Network; Investment Products; Optimal Portfolio Strategy
Abstract

This paper presents a model for predicting future investment returns using convolutional neural networks. Firstly, the economic indicators at the current time point and the investment return in the same period are considered as vector mode. Secondly, the time series in a continuous period are considered to transform the vector into matrix form to eliminate the influence brought by time fluctuation characteristics. The investment return in the next time is taken as the output value. The convolutional neural network training process is established by using the financial indicators and the time series data of investment return in a period of time to get the predicted value of investment return of the product. The model uses data to predict various investment products and obtains the expected return ratio of the products. It is based on the predicted returns, through the particle swarm optimization algorithm to find the optimal, to achieve the optimal portfolio strategy. Experimental results show that the optimal portfolio strategy based on convolutional neural network proposed in this paper is effective.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)
Series
Atlantis Highlights in Intelligent Systems
Publication Date
2 December 2022
ISBN
978-94-6463-010-7
ISSN
2589-4919
DOI
10.2991/978-94-6463-010-7_68How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Guangchen Yan
PY  - 2022
DA  - 2022/12/02
TI  - Optimal Portfolio Strategy Research Based on Convolutional Neural Network
BT  - Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)
PB  - Atlantis Press
SP  - 664
EP  - 670
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-010-7_68
DO  - 10.2991/978-94-6463-010-7_68
ID  - Yan2022
ER  -