A kernel-based trend pattern tracking system for portfolio optimization.

Zhao-Rong Lai Pei-Yi Yang Xiaotian Wu Liangda Fang

Published in: Data Min. Knowl. Discov. (2018)

Keyphrases

portfolio optimization
portfolio selection
portfolio management
problems involving
factor analysis
risk management
stock market
bi objective
stock price
robust optimization
optimization methods
stock exchange
support vector machine
long term
discriminant analysis
kernel methods
sample size
multi objective