Decision-making for financial trading: A fusion approach of machine learning and portfolio selection.
Felipe D. PaivaRodrigo T. N. CardosoGustavo P. HanaokaWendel Moreira DuartePublished in: Expert Syst. Appl. (2019)
Keyphrases
- portfolio selection
- financial markets
- machine learning
- decision making
- portfolio optimization
- portfolio management
- stock market
- stock price
- multistage stochastic
- decision makers
- data mining
- risk management
- trading systems
- decision support system
- exchange rate
- natural language processing
- supply chain
- learning algorithm
- knowledge discovery
- information extraction
- feature selection
- trading strategies
- artificial intelligence
- investment decisions
- influence diagrams
- long term
- robust optimization
- support vector machine
- stock exchange
- short term
- foreign exchange
- kernel methods