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Reweighted Price Relative Tracking System for Automatic Portfolio Optimization.
Zhao-Rong Lai
Pei-Yi Yang
Liangda Fang
Xiaotian Wu
Published in:
IEEE Trans. Syst. Man Cybern. Syst. (2020)
Keyphrases
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portfolio optimization
portfolio selection
factor analysis
portfolio management
stock market
optimization methods
risk management
problems involving
bi objective
robust optimization
genetic algorithm
decision makers
matrix factorization
multiple objectives
stock exchange