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A Novel Investment Strategy for Mixed Asset Allocation Based on Entropy-Based Time Series Prediction.
Xuemei Yao
Jiahui Long
Longyun Wang
Binglin Wang
Maidi Liu
Kewei Yang
Published in:
DMBD (2) (2022)
Keyphrases
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asset allocation
investment strategies
stock market
portfolio management
stock exchange
financial markets
non stationary
portfolio selection
stock price
short term
optimal portfolio
multivariate time series
financial data
financial time series
portfolio optimization
keywords
decision theoretic
objective function