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Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the MSCI World Index.
Alex Kung-Hsiung Chang
Chen Chueh-Chi
Published in:
JCIS (2006)
Keyphrases
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forecasting model
short term
bp neural network
prediction model
support vector regression
long term
rainfall runoff
stock index futures
forecasting accuracy
improved algorithm
ls svm
long run
portfolio selection
maximum likelihood
evolutionary algorithm
pattern recognition
feature extraction