The recent advances usually mine market information from the chaotic data to conduct a
stock movement prediction task. However, the current stock price movement prediction …

Predicting financial networks has important implications in finance. However, less research
attention has been given in this direction. This study aims to predict cross market linkage …

The purpose of this study is to optimize the portfolio in companies listed on the Iran capital
market (Tehran Stock Exchange and Iran Farabours) as a multi-objective optimization …

In this paper, a two-phase approach based on multi-criteria decision making and multi-
objective optimization models is proposed to select portfolio optimally. In the first phase …

We propose a model that forecasts market correlation structure from link-and node-based
financial network features using machine learning. For such, market structure is modeled as …

Este trabajo propone una metodología para optimizar portafolios de acciones colombianas
al incorporar predicciones de retorno utilizando el enfoque de Markowitz. La investigación …

Dynamic graph link prediction is a challenging problem because the graph topology and
node attributes vary at different times. A purely supervised learning scheme for the dynamic …

This paper proposes a hybrid approach that integrates fuzzy multi-criteria decision-making
with multi-objective mathematical optimization to address the investment management …

In this paper, a two-phase approach based on multi-criteria decision making and multi-
objective optimization is developed to solve the problem of optimal portfolio selection. In the …

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یک مساله بهینهسازی تصادفی چندهدفه مورد بررسی قرار گرفته است. تابع هدف اول شامل …‎