Online Portfolio Selection of Fuzzy Mean Regression Strategy Considering Investor Sentiment Based on Text Data.
Zhiming ZengWeijun XuZijin PengYannan ZhongPublished in: Int. J. Comput. Intell. Syst. (2024)
Keyphrases
- portfolio selection
- text data
- text mining
- text classification
- financial markets
- portfolio management
- high dimensional
- text documents
- structured data
- portfolio optimization
- high dimensional data
- optimal portfolio
- robust optimization
- multiple objectives
- document collections
- model selection
- databases
- wordnet
- metadata
- web pages
- artificial intelligence
- machine learning
- data mining