High Frequency Data-Driven Dynamic Portfolio Optimization for Cryptocurrencies.
Sulalitha BowalaAerambamoorthy ThavaneswaranRuppa K. ThulasiramThimani RanathungageJoy Dip DasPublished in: SSCI (2023)
Keyphrases
- high frequency
- data driven
- portfolio optimization
- low frequency
- wavelet transform
- high resolution
- subband
- portfolio management
- wavelet coefficients
- portfolio selection
- high frequency components
- factor analysis
- discrete wavelet transform
- machine learning
- problems involving
- bi objective
- stock market
- optimization methods
- robust optimization
- image processing
- computer vision