Chaos based portfolio selection: A nonlinear dynamics approach.
Alessandro SpeltaNicolò PecoraPaolo PagnottoniPublished in: Expert Syst. Appl. (2022)
Keyphrases
- portfolio selection
- nonlinear dynamics
- neural network
- portfolio optimization
- multistage stochastic
- portfolio management
- dynamical systems
- financial markets
- multiple objectives
- robust optimization
- optimal portfolio
- image encryption
- artificial intelligence
- evolutionary algorithm
- case based reasoning
- transaction costs