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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
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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