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Portfolio optimization Model using ANQTS with Trend Ratio on Quadratic Regression.

Shu-Yu KuoXin Jie CheamYu-Chi JiangYun-Ting LaiKeh-Ning ChangYao-Hsin Chou
Published in: SMC (2019)
Keyphrases
  • portfolio optimization
  • objective function
  • cost function
  • theoretical framework