  This article comes up with an intraday trading strategy under T+1 using
Markowitz optimization and Multilayer Perceptron (MLP) with published stock
data obtained from the Shenzhen Stock Exchange and Shanghai Stock Exchange. The
empirical results reveal the profitability of Markowitz portfolio optimization
and validate the intraday stock price prediction using MLP. The findings
further combine the Markowitz optimization, an MLP with the trading strategy,
to clarify this strategy's feasibility.
