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Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization.
Mufhumudzi Muthivhi
Terence L. van Zyl
Published in:
FUSION (2022)
Keyphrases
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portfolio optimization
sharpe ratio
portfolio selection
portfolio management
stock market
risk management
problems involving
financial markets
factor analysis
optimization methods
robust optimization
stock price
bi objective
stock exchange
transaction costs
efficient solutions