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Data-driven robust portfolio optimization with semi mean absolute deviation via support vector clustering.

Ruchika SehgalPattem Jagadesh
Published in: Expert Syst. Appl. (2023)
Keyphrases
  • data driven
  • portfolio optimization
  • robust optimization
  • support vector clustering
  • portfolio selection
  • optimization methods
  • long term
  • risk management
  • bi objective
  • objective function
  • stock market
  • problems involving