Yingjie Niu

Keywords

Project Title

Joint Trading Strategy Construction using Corporate Relations based on Deep Learning

Project Description

Building trading strategies based on deep learning is a hot research topic. The complexity and time-varying nature of stock markets pose challenges to this task. This project aims to exploit the advantages of deep learning algorithms to mine temporal and spatial relationships between a given set of target companies. First, the relationships between companies are modeled, and then they are used to build joint trading strategies. The goal is to achieve higher excess returns at the same risk level.