Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets

The future performance of stock markets is the most crucial factor in portfolio creation. As machine learning technique is advancing, new possibilities have opened up for incorporating prediction concepts into portfolio selection. A hybrid approach that constitutes machine learning algorithms for st...

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Vydáno v:	Engineering applications of artificial intelligence Ročník 120; s. 105843
Hlavní autoři:	Behera, Jyotirmayee, Pasayat, Ajit Kumar, Behera, Harekrushna, Kumar, Pankaj
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.04.2023
Témata:	Machine learning Portfolio optimization Regression technique Stock prediction Value-at-risk Portfolio optimization Stock prediction Regression technique Machine learning Value-at-risk
ISSN:	0952-1976, 1873-6769
On-line přístup:	Získat plný text
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