Predicting the optimal stock portfolio approach of meta-heuristic algorithm and Markov decision process

S Khaje Zadeh, S Shahverdiani… - Journal of decisions …, 2021 - journal-dmor.ir
One of the most attractive areas for decision-making in the face of uncertainty is optimal
stock portfolio. In decision making for investment, two factors are very important and are the …

Variable selection for minimum-variance portfolios

GV Moura, A AP Santos, H Torrent - Hudson, Variable selection for …, 2024 - papers.ssrn.com
Abstract Machine learning (ML) methods have successfully identified predictor variables for
the equity premium of individual stocks. In this paper, we investigate whether ML can also …

Variable selection for minimum-variance portfolios

A AP Santos, GV Moura, H Torrent - Guilherme Valle and Torrent …, 2024 - papers.ssrn.com
Abstract Machine learning (ML) methods have successfully identified predictor variables for
the equity premium of individual stocks. In this paper, we investigate whether ML can also …

Exploiting Information From Analyst Target Prices Using Portfolio Optimization

J Groen - 2020 - essay.utwente.nl
This thesis studies the investor portfolio selection problem. I examine whether a risk-averse
investor can use information from consensus target prices, issued by financial analysts, in …