This innovative, experimental approach to a literature review begins with queries for finance-
related articles to the Expert Systems with Applications literature database. A classification …

Portfolio selection is an important issue for researchers and practitioners. Focusing on equity
mutual funds, this paper proposes a basic portfolio selection model in which future return …

This paper concentrates on the modelling and trading of three daily market implied volatility
indices issued on the Chicago Board Options Exchange (CBOE) using evolving …

The classical portfolio problem is a problem of distributing capital to a set of securities. By
generalizing the set of securities to a set of investment strategies (or security-rule pairs), this …

Stock market predictions have been studied by academics and practitioners. In this paper, a
hybrid model is proposed to predict the stock market movement. We have combined the …

Portfolio management is crucial for investors. We propose a dynamic portfolio management
framework based on reinforcement learning using the proximal policy optimization …

Optimizing a stock market portfolio requires decision making at two distinct stages, first is to
select the stocks and second is to assign distribution of investment amount among these …

Conventional portfolio optimization models have an assumption that the future condition of
stock market can be accurately predicted by historical data. However, no matter how …

In real-world investments, one may care more about the future earnings than the current
earnings of the assets. This paper discusses the uncertain portfolio selection problem where …

Instance selection algorithms are used for reducing the number of training instances.
However, most of them suffer from long runtimes which results in the incapability to be used …