Portfolio decision using time series prediction and multi-objective optimization
Jia Lu, Noor Muhammad Shazemeen, Raimonda Martinkute-Kauliene
| Year of publication: |
2020
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|---|---|
| Authors: | Lu, Jia ; Shazemeen, Noor Muhammad ; Martinkute-Kauliene, Raimonda |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 23.2020, 4, p. 118-130
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| Subject: | portfolio | NARX | multi-objective optimization | prediction of stock prices | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012425378