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Portfolio Optimization Using Novel Intelligent Probabilistic Forecasts of Risk Measures.
You Liang
Aerambamoorthy Thavaneswaran
Alexander Paseka
Ruppa K. Thulasiram
Ethan Johnson-Skinner
Published in:
COMPSAC (2021)
Keyphrases
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risk measures
portfolio optimization
portfolio selection
portfolio management
robust optimization
stock market
short term
factor analysis
risk management
optimization methods
problems involving
bi objective
stock price
stock exchange
historical data
software development
long term
financial markets