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Portfolio Risk and Return with a New Simple Moving Average of Price Change Ratio.

Jirapond MuangprathubArthit IntarasitLaor BoongasameNattakarn Phaphoom
Published in: Wirel. Pers. Commun. (2020)
Keyphrases
  • moving average
  • decision making
  • autoregressive
  • portfolio optimization
  • portfolio management
  • investment strategies
  • sharpe ratio
  • risk management
  • image processing
  • multiscale
  • natural images
  • stock market