2024
DOI: 10.1109/access.2023.3347608
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Diversified Adaptive Stock Selection Using Continual Graph Learning and Ensemble Approach

Jae-Seung Kim,
Sang-Ho Kim,
Ki-Hoon Lee

Abstract: Stock selection is essential for portfolio diversification to reduce risks and maximize profits. However, stock selection is difficult owing to the non-stationary nature of stock markets. In fact, stock markets experience abrupt or gradual concept drift because of their inherent volatility. Concept drift is a phenomenon in which the statistical characteristics of data change over time. Recent stock selection methods have adopted graph neural networks to capture the relational dependencies between stocks. These… Show more

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Cited by 2 publications
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