Large portfolio losses in a turbulent market.
Qihe TangZhiwei TongYang YangPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- market data
- portfolio management
- decision making
- investment strategies
- stock market
- asset allocation
- genetic algorithm
- optimal portfolio
- stock price
- portfolio optimization
- financial markets
- investment decisions
- market share
- portfolio selection
- electronic markets
- real time
- expected utility
- software agents
- optical flow
- case study
- neural network