An Adaptive Regularization Approach to Portfolio Optimization.
Tarig BallalAbdelrahman S. AbdelrahmanAli H. MuqaibelTareq Y. Al-NaffouriPublished in: ICASSP (2021)
Keyphrases
- portfolio optimization
- portfolio selection
- portfolio management
- factor analysis
- problems involving
- robust optimization
- bi objective
- stock market
- risk management
- optimization methods
- stock price
- stock exchange
- evolutionary algorithm
- particle swarm optimization
- discriminant analysis
- data mining
- decision support system
- decision making