Fluctuation Trend Prediction and Investment Allocation Optimization of Risk Assets and Safe-haven Assets.
Yeyong ZhangYusen LiuZihan ZengPublished in: ICCMB (2023)
Keyphrases
- investment decisions
- investment strategies
- asset allocation
- stock market
- portfolio management
- portfolio optimization
- prediction accuracy
- financial markets
- optimization algorithm
- global optimization
- decision making
- key factors
- optimization methods
- risk management
- stock exchange
- optimization method
- high risk
- resource allocation
- return on investment
- optimization problems
- stock price
- optimization model
- financial time series
- optimal allocation
- evolutionary algorithm
- grey model
- data sets