An asymmetric PROMETHEE II for cryptocurrency portfolio allocation based on return prediction.
Sarfaraz Hashemkhani ZolfaniHassan Mehtari TaheriMahmoud GharehgozlouAlireza FarahaniPublished in: Appl. Soft Comput. (2022)
Keyphrases
- prediction accuracy
- decision making
- portfolio selection
- prediction algorithm
- prediction model
- resource allocation
- database
- portfolio optimization
- prediction error
- binding peptides
- allocation strategy
- financial time series
- scheduling problem
- special case
- long term
- case study
- website
- learning algorithm
- genetic algorithm
- machine learning