Portfolio optimization based on the pre-selection of stocks by the Support Vector Machine model
Natan Felipe Silva, Lélis Pedro de Andrade, Washington Santos da Silva, Maísa Kely de Melo, Adriano Olímpio Tonelli
| Year of publication: |
2024
|
|---|---|
| Authors: | Silva, Natan Felipe ; Andrade, Lélis Pedro de ; Silva, Washington Santos da ; Melo, Maísa Kely de ; Tonelli, Adriano Olímpio |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 105014, p. 1-6
|
| Subject: | Brazilian stock market | fundamental indicators | investment | Markowitz | Sharpe ratio | SVM (support vector machine) | Portfolio-Management | Portfolio selection | Mustererkennung | Pattern recognition | Aktienmarkt | Stock market | Aktienindex | Stock index | Brasilien | Brazil |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491003