Keyphrases
- portfolio optimization
- forecasting model
- stock market
- stock index futures
- short term
- portfolio management
- portfolio selection
- factor analysis
- problems involving
- robust optimization
- bp neural network
- risk management
- bi objective
- optimization methods
- prediction model
- long term
- support vector regression
- stock exchange
- investment decisions
- stock price
- neural network
- sharpe ratio
- least squares
- training set
- financial time series
- pattern recognition
- data mining