Abstract:Machine learning driven trading strategies have garnered a lot of interest over the past few years. There is, however, limited consensus on the ideal approach for the development of such trading strategies. Further, most literature has focused on trading strategies for short-term trading, with little or no focus on strategies that attempt to build longterm wealth. Our paper proposes a new approach for developing long-term investment strategies using an ensemble of evolutionary algorithms and a deep learning mo… Show more
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