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 …
stock portfolio. In decision making for investment, two factors are very important and are the …
Variable selection for minimum-variance portfolios
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 …
the equity premium of individual stocks. In this paper, we investigate whether ML can also …
Variable selection for minimum-variance portfolios
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 …
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 …
investor can use information from consensus target prices, issued by financial analysts, in …