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Analysis of integration of financial series classification and constrained portfolio optimization.

Fernando Garcia Diniz Campos FerreiraAmir H. GandomiRodrigo Tomás Nogueira Cardoso
Published in: SSCI (2021)
Keyphrases
  • portfolio optimization
  • statistical analysis
  • portfolio selection
  • support vector machine
  • optimization methods
  • feature selection
  • optimal solution
  • multi objective
  • multi objective optimization