Research on the portfolio model based on Mean-MF-DCCA under multifractal feature constraint.

Jia Li Xu Wu Linlin Zhang Qianying Feng

Published in: J. Comput. Appl. Math. (2021)

Keyphrases

matrix factorization
data mining
feature vectors
fractal dimension
linear constraints
portfolio selection
data sets
learning algorithm
computer vision
feature selection
object recognition
evolutionary algorithm
preprocessing step
market data