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Multitrend Conditional Value at Risk for Portfolio Optimization.
Zhao-Rong Lai
Cheng Li
Xiaotian Wu
Quanlong Guan
Liangda Fang
Published in:
IEEE Trans. Neural Networks Learn. Syst. (2024)
Keyphrases
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portfolio optimization
portfolio selection
risk management
problems involving
portfolio management
bi objective
factor analysis
robust optimization
stock market
stock price
optimization methods
investment decisions
stock exchange
efficient solutions
non stationary
feature extraction
data mining