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A Novel Data Driven Machine Learning Algorithm For Fuzzy Estimates of Optimal Portfolio Weights and Risk Tolerance Coefficient.
Aerambamoorthy Thavaneswaran
You Liang
Alex Paseka
Md. Erfanul Hoque
Ruppa K. Thulasiram
Published in:
FUZZ-IEEE (2021)
Keyphrases
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data driven
optimal portfolio
learning algorithm
portfolio selection
asset allocation
expected utility
fuzzy sets
fuzzy logic
portfolio management
machine learning
reinforcement learning
risk management
fuzzy numbers
neural network
decision theoretic