Mean–variance portfolio optimization using machine learning-based stock price prediction
出版年份 2020 全文链接
标题
Mean–variance portfolio optimization using machine learning-based stock price prediction
作者
关键词
Portfolio selection, Stock prediction, eXtreme Gradient Boosting, Firefly algorithm, Mean–variance model
出版物
APPLIED SOFT COMPUTING
Volume 100, Issue -, Pages 106943
出版商
Elsevier BV
发表日期
2020-12-05
DOI
10.1016/j.asoc.2020.106943
参考文献
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