A Discrete-Time Portfolio Selection with Uncertainty of Stock Prices.
Yuji YoshidaMasami YasudaJun-ichi NakagamiMasami KuranoPublished in: IFSA (2003)
Keyphrases
- portfolio selection
- stock price
- financial markets
- portfolio optimization
- optimal portfolio
- robust optimization
- stock market
- non stationary
- dow jones
- historical data
- portfolio management
- stock exchange
- financial data
- news articles
- exchange rate
- financial time series
- tft lcd
- trading systems
- expected utility
- short term
- machine learning
- multiple objectives
- risk management
- probabilistic model
- long term