notesum.ai
Published at October 22Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
cs.CV
cs.AI
Released Date: October 22, 2024
Authors: Zimeng Lyu1, Amulya Saxena1, Rohaan Nadeem1, Hao Zhang1, Travis Desell1
Aff.: 1Rochester Institute of Technology
| Predictors | Description |
|---|---|
| Return | Percentage change in stock price |
| Volume Change | Percentage change in trading volume |
| Bid-Ask Spread | |
| Illiquidity | |
| Turn Over | |
| DJI Return | DJI index return |
| S&P 500 Return | S&P 500 index return |