A binary integer programming (BIP) model for optimal financial turning points detection

Purpose This paper aims to detect the most profitable, i.e. optimal turning points (TPs), from the history of time series using a binary integer programming (BIP) model. TPs prediction problem is one of the most popular yet challenging topics in financial planning. Predicting profitable TPs results...

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Veröffentlicht in:	Journal of modelling in management Jg. 18; H. 5; S. 1313 - 1332
Hauptverfasser:	Yazdani, Fatemeh, Khashei, Mehdi, Hejazi, Seyed Reza
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Bradford Emerald Publishing Limited 07.09.2023 Emerald Group Publishing Limited
Schlagworte:	Business cycles Data compression Decision making History Integer programming Inventory Investments Linear programming Performance evaluation Profitability Profits Securities markets Time series Linear programming Profitability Financial analysis Time series Turning points (TPs) detection Binary integer programming (BIP)
ISSN:	1746-5664, 1746-5664, 1746-5672
Online-Zugang:	Volltext
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