Muhammad Rafay Aleem, Nandita Dwivedi, Kiran

1. Motivation and Background

Portfolio Management is the process of maximizing the return on a portfolio. Portfolio managers make trading decisions on behalf of their clients depending on their appetite for risk. They analyze different assets, their strengths and weaknesses before making a decision about which equities they should hold in a portfolio for balancing the risk and drawing maximum returns. This makes portfolio management a difficult process. We aim to make this process better and simpler by using predictive modeling and deep learning techniques. We generate stable portfolios on predicted stock prices for next quarter.

Related Work

In past a lot of attempts have been made to predict the stock prices for firms, and also to understand how text of news articles, twitter posts, and other platforms influence stock prices. These attempts have involved analysing the impact of sentiments of the mentioned resources and predicting value stock prices. What still remains unexplored is the effect of sentiments of financial reports on these stock markets. Harvard Business School published a working paper, ‘Lazy Prices’ claiming that these financial reports have influence in a firm’s stock price. …

Nandita Dwivedi

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