A Hybrid Model for Financial Portfolio Optimization Based on LS-SVM and a Clustering Algorithm.
Ivana P. MarkovicJelena Z. StankovicMilos B. StojanovicJovica M. StankovicPublished in: ICT Innovations (2019)
Keyphrases
- portfolio optimization
- hybrid model
- ls svm
- clustering algorithm
- support vector machine
- least squares
- artificial neural networks
- portfolio selection
- problems involving
- factor analysis
- risk management
- generalization ability
- support vector machine svm
- robust optimization
- input variables
- stock market
- variable selection
- cross validation
- support vector regression
- stock price
- svm classifier
- optimization methods
- bi objective
- radial basis function
- prediction model
- support vector
- clustering method
- stock exchange
- improved algorithm
- hyperparameters
- correlation coefficient
- cluster analysis
- rbf neural network
- model selection
- feature selection
- decision trees
- parameter estimation
- decision support system
- k means