Login / Signup
A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS.
Yao-Hsin Chou
Yu-Chi Jiang
Yi-Rui Hsu
Shu-Yu Kuo
Sy-Yen Kuo
Published in:
IEEE Trans. Emerg. Top. Comput. Intell. (2022)
Keyphrases
</>
portfolio optimization
portfolio selection
portfolio management
stock market
risk management
factor analysis
problems involving
optimization methods
robust optimization
stock exchange
stock price
bi objective
optimization problems
data mining
management system
investment decisions