New Stocks Prediction Portfolio Optimization on Vn30: Machine Learning Method

Authors

  • 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

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.

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Published

2023-12-08

How to Cite

Anh Phong, Nguyen, & Truc Linh, Nguyen. (2023). New Stocks Prediction Portfolio Optimization on Vn30: Machine Learning Method. Kurdish Studies, 11(2), 5854–5862. Retrieved from https://kurdishstudies.net/menu-script/index.php/KS/article/view/1152

Issue

Vol. 11 No. 2 (2023): Kurdish Studies

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.