Artificial intelligence for ETF market prediction and portfolio optimization.
Min-Yuh DayJian-Ting LinPublished in: ASONAM (2019)
Keyphrases
- portfolio optimization
- artificial intelligence
- stock market
- portfolio management
- stock price
- stock exchange
- financial time series
- portfolio selection
- investment decisions
- problems involving
- bi objective
- risk management
- financial data
- factor analysis
- financial markets
- robust optimization
- short term
- non stationary
- optimization methods
- expert systems
- decision making
- historical data
- software engineering
- case based reasoning