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Stock portfolio selection balancing variance and tail risk via stock vector representation acquired from price data and texts.

Xin DuKumiko Tanaka-Ishii
Published in: Knowl. Based Syst. (2022)
Keyphrases
  • portfolio selection
  • data analysis
  • data sources
  • bayesian networks
  • association rules
  • multi objective
  • data points
  • data mining techniques
  • text classification
  • non stationary
  • stock price