Trend representation based log-density regularization system for portfolio optimization.

Pei-Yi Yang Zhao-Rong Lai Xiaotian Wu Liangda Fang

Published in: Pattern Recognit. (2018)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
bi objective
management system
factor analysis
genetic algorithm
decision making
evolutionary algorithm
decision support system
stock price
problems involving
robust optimization