A synthetic data-plus-features driven approach for portfolio optimization
Bernardo K. Pagnoncelli, Domingo Ramírez, Hamed Rahimian, Arturo Cifuentes
| Year of publication: |
2023
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|---|---|
| Authors: | Pagnoncelli, Bernardo K. ; Ramírez, Domingo ; Rahimian, Hamed ; Cifuentes, Arturo |
| Subject: | Investment decisions | Machine learning | Optimization techniques | Portfolio choice | Simulation methods | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Simulation | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Investitionsentscheidung | Investment decision | Anlageverhalten | Behavioural finance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10274-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327294