A multi-objective portfolio optimization model incorporating sentiment analysis of quarterly reports and LSTM-based price prediction

Open Access

Peer-reviewed

Research Article

About the Authors

Esmaeil Taheripour

Roles Data curation, Formal analysis, Investigation, Methodology, Resources, Software, Writing – original draft

Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

Seyed Jafar Sadjadi

Roles Conceptualization, Project administration, Validation, Visualization, Writing – review & editing

Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

Babak Amiri

Roles Formal analysis, Project administration

Affiliation School of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran

The authors have declared that no competing interests exist.

Finance
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Forecasting
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Decision making
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Deep learning
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Machine learning
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Stock markets
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Machine learning algorithms
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Optimization
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