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Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets.
Kazunori Umino
Takamasa Kikuchi
Masaaki Kunigami
Takashi Yamada
Takao Terano
Published in:
J. Adv. Comput. Intell. Intell. Informatics (2022)
Keyphrases
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stock market
dynamic programming
financial markets
data mining
objective function
linear programming
portfolio selection