Diverse Group Stock Portfolio Optimization Based on Investor Sentiment Index.
Chun-Hao ChenTzung-Pei HongShih-Chi ChuPublished in: TAAI (2017)
Keyphrases
- portfolio optimization
- stock price
- stock market
- stock exchange
- portfolio management
- portfolio selection
- investment decisions
- financial markets
- non stationary
- short term
- historical data
- financial data
- news articles
- financial time series
- risk management
- long term
- trading systems
- ant colony optimization
- optimization algorithm
- data mining