Multi-source data driven cryptocurrency price movement prediction and portfolio optimization.
Zhongbao ZhouZhengyang SongHelu XiaoTiantian RenPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi source
- portfolio optimization
- data fusion
- information fusion
- portfolio selection
- multiple sources
- data integration
- problems involving
- data sources
- optimization methods
- factor analysis
- risk management
- robust optimization
- stock price
- stock market
- community detection
- neural network
- database systems
- supervised learning
- xml documents
- bi objective
- decision making
- stock exchange
- data mining