Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization.
Mufhumudzi MuthivhiTerence L. van ZylPublished in: CoRR (2022)
Keyphrases
- portfolio optimization
- sharpe ratio
- portfolio selection
- portfolio management
- problems involving
- factor analysis
- robust optimization
- risk management
- stock market
- optimization methods
- financial markets
- bi objective
- stock exchange
- transaction costs
- stock price
- genetic algorithm
- efficient solutions
- network design
- long term
- feature extraction