Login / Signup

Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data.

Zimo ZhuAerambamoorthy ThavaneswaranAlexander PasekaJulieta FrankRuppa K. Thulasiram
Published in: COMPSAC (2020)
Keyphrases
  • data driven
  • portfolio optimization
  • big data
  • management system
  • database
  • data analysis
  • object oriented
  • problems involving
  • robust optimization
  • minimum variance