Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange.
Todor StoilovKrasimira StoilovaMiroslav VladimirovPublished in: HPC (2019)
Keyphrases
- portfolio optimization
- stock exchange
- stock market
- stock price
- investment decisions
- financial data
- portfolio management
- portfolio selection
- financial time series
- transaction costs
- factor analysis
- bi objective
- robust optimization
- optimization methods
- risk management
- problems involving
- financial markets
- investment strategies
- decision support system
- short term
- unsupervised learning
- text classification
- evolutionary algorithm
- machine learning