An intelligence approach for group stock portfolio optimization with a trading mechanism.
Chun-Hao ChenCheng-Yu LuCheng-Bon LinPublished in: Knowl. Inf. Syst. (2020)
Keyphrases
- portfolio optimization
- stock market
- stock exchange
- stock price
- stock data
- financial markets
- trading systems
- portfolio management
- trading strategies
- sharpe ratio
- short term
- transaction costs
- portfolio selection
- financial time series
- problems involving
- investment decisions
- non stationary
- financial data
- artificial intelligence
- robust optimization
- risk management
- optimization methods
- news articles
- factor analysis
- long term
- data mining