An evolutionary-based approach for optimising diverse group stock portfolio with active and inactive stocks.
Chun-Hao ChenCheng-Yu LuRui-Dong ChiangGautam SrivastavaJerry Chun-Wei LinPublished in: Enterp. Inf. Syst. (2023)
Keyphrases
- stock market
- stock price
- stock data
- market data
- portfolio optimization
- transaction costs
- stock market data
- wide variety
- investment strategies
- dow jones
- stock trading
- real time
- stock exchange
- databases
- financial time series
- trading systems
- short term
- long term
- decision making
- portfolio selection
- financial data
- financial markets
- real world
- chinese stock market
- neural network