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A DEA-CCR Model Application in Clustered Stocks Portfolio with Technical Investment Strategies and Mean-Variance Model.

Maricar M. NavarroMichael Nayat YoungYogi Tri PrasetyoJ. L. CaminoBryan B. NavarroV. T. Ramos
Published in: IEEM (2023)
Keyphrases
  • multi objective
  • machine learning
  • objective function
  • probabilistic model
  • autoregressive