Long and Short Term Risk Control for Online Portfolio Selection.
Yizhe BaiJianfei YinShunda JuZhao ChenJoshua Zhexue HuangPublished in: KSEM (2) (2020)
Keyphrases
- short term
- portfolio selection
- long term
- portfolio optimization
- portfolio management
- stock market
- optimal portfolio
- short term and long term
- long term memory
- financial markets
- wind speed
- medium term
- multiple objectives
- forecasting model
- short and long term
- decision making
- robust optimization
- stock price
- load forecasting
- regression model
- wind power
- particle swarm optimization