HADAPS: Hierarchical Adaptive Multi-Asset Portfolio Selection.

Jinkyu Kim Donghee Choi Mogan Gim Jaewoo Kang

Published in: IEEE Access (2023)

Keyphrases

portfolio selection
financial markets
transaction costs
multistage stochastic
portfolio optimization
robust optimization
stock market
portfolio management
artificial intelligence
long term
np hard
decision support system
text classification
exchange rate