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

Intraday trading strategy based on time series and machine learning for Chinese stock market