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Some Observations for Portfolio Management Applications of Modern Machine Learning Methods.
Jooyoung Park
Seongman Heo
Taehwan Kim
Jeongho Park
Jaein Kim
Kyungwook Park
Published in:
Int. J. Fuzzy Log. Intell. Syst. (2016)
Keyphrases
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machine learning methods
portfolio management
portfolio selection
machine learning
portfolio optimization
machine learning algorithms
ensemble methods
machine learning approaches
financial data
transaction costs
data mining
decision making
statistical methods
factor analysis
learned knowledge