See the following articles for some ideas * https://www.tandfonline.com/doi/abs/10.1080/0015198X.2019.1596678?journalCode=ufaj20 * https://www.cfainstitute.org/research/financial-analysts-journal/2019/ip-machine-learning-for-stock-selection * https://www.linkedin.com/pulse/portfolio-selection-graph-algorithms-deep-learning-maya-benowitz/