Login / Signup
Two-stage stock portfolio optimization based on AI-powered price prediction and mean-CVaR models.
Chia-Hung Wang
Yingping Zeng
Jinchen Yuan
Published in:
Expert Syst. Appl. (2024)
Keyphrases
</>
portfolio optimization
stock market
risk measures
portfolio selection
stock price
artificial intelligence
robust optimization
problems involving
stock exchange
financial time series
trading systems
risk management
case based reasoning
expert systems
decision support system
portfolio management
optimal solution