New Stocks Prediction Portfolio Optimization on Vn30: Machine Learning Method
Anh Phong, Nguyen
Assosiate Prof, PhD (Economics), Lecturer, University of Economics and Law, Ho Chi Minh City, Vietnam,
Truc Linh, Nguyen
Graduate (Fintech), Vietnam National University, Ho Chi Minh City, Vietnam
Assosiate Prof, PhD (Economics), Lecturer, University of Economics and Law, Ho Chi Minh City, Vietnam,
Truc Linh, Nguyen
Graduate (Fintech), Vietnam National University, Ho Chi Minh City, Vietnam
Keywords: Portfolio optimization, VN30, Stock Prediction, Machine Learning.
Abstract
This research applies automatic portfolio selection based on machine learning algorithms combined with the Markowitz portfolio optimization method. The experiment was conducted for stocks on the VN30 index, the search results selected stocks that showed optimized value between risk and rate of return. This result can be applied in online investment consulting or building an app for investment consulting based on actual real data on any Stock exchanges.