Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach.
Jiayang YuTuan LeKC ChangSabyasachi GuharayPublished in: FUSION (2019)
Keyphrases
- portfolio optimization
- investment decisions
- portfolio selection
- problems involving
- factor analysis
- stock market
- risk management
- portfolio management
- robust optimization
- optimization methods
- bi objective
- stock exchange
- stock price
- discriminant analysis
- data mining
- expert systems
- efficient solutions
- dynamic programming