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New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks.
Furkan Goktas
Ahmet Duran
Published in:
J. Multiple Valued Log. Soft Comput. (2020)
Keyphrases
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principal components analysis
portfolio selection
robust optimization
data sets
computer vision
feature selection
support vector machine
dimensionality reduction
decision makers
model selection
principal components