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Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets.

Kazunori UminoTakamasa KikuchiMasaaki KunigamiTakashi YamadaTakao Terano
Published in: J. Adv. Comput. Intell. Intell. Informatics (2022)
Keyphrases
  • stock market
  • dynamic programming
  • financial markets
  • data mining
  • objective function
  • linear programming
  • portfolio selection