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Modeling the Momentum Effect in Stock Markets to Propose a New Portfolio Algorithm.
Kazunori Umino
Takamasa Kikuchi
Masaaki Kunigami
Takashi Yamada
Takao Terano
Published in:
J. Adv. Comput. Intell. Intell. Informatics (2018)
Keyphrases
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preprocessing
stock market
learning algorithm
dynamic programming
theoretical analysis
association rules
learning rate