Automation of the individualized investing strategy for an investment advisor established by a semi-Markov regime-switching model
Junrong Liu, Zhiping Chen, Qihong Duan
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Junrong ; Chen, Zhiping ; Duan, Qihong |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 6, p. 2351-2370
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| Subject: | Automated investing strategy | EM algorithm | Markov regime-switching model | Trend data | Markov-Kette | Markov chain | Automatisierung | Automation | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis | Investitionsentscheidung | Investment decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10409-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636746