A multicriteria hierarchical approach for portfolio selection in a stock exchange.
Maria BernalPavel Anselmo Álvarez CarrilloManuel MuñozErnesto León-CastroDiego Alonso Gastélum ChaviraPublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- portfolio selection
- stock exchange
- portfolio optimization
- financial markets
- stock market
- stock price
- transaction costs
- portfolio management
- financial data
- stock trading
- financial time series
- robust optimization
- investment strategies
- multiple objectives
- decision analysis
- optimal portfolio
- feature selection
- historical data
- decision problems
- non stationary
- multi objective