Supervised classification-based stock prediction and portfolio optimization.
Sercan Ö. ArikSukru Burc EryilmazAdam GoldbergPublished in: CoRR (2014)
Keyphrases
- supervised classification
- portfolio optimization
- stock market
- stock price
- financial time series
- supervised learning
- unsupervised learning
- stock exchange
- portfolio selection
- portfolio management
- problems involving
- bi objective
- risk management
- data sets
- optimization methods
- image segmentation
- financial data
- neural network
- robust optimization
- financial markets
- historical data
- non stationary
- text classification
- probabilistic model
- machine learning