Portfolio rebalancing based on a combined method of ensemble machine learning and genetic algorithm
Sanaz Faridi, Mahdi Madanchi Zaj, Amir Daneshvar, Shadi Shahverdiani, Fereydoon Rahnamay Roodposhti
| Year of publication: |
2023
|
|---|---|
| Authors: | Faridi, Sanaz ; Madanchi Zaj, Mahdi ; Daneshvar, Amir ; Shahverdiani, Shadi ; Roodposhti, Fereydoon Rahnamay |
| Published in: |
Journal of financial reporting & accounting : JFRA. - Bingley : Emerald, ISSN 2042-5856, ZDB-ID 2490369-3. - Vol. 21.2023, 1, p. 105-125
|
| Subject: | Market timing | Combined learning methods | Ensemble learning | Portfolio balancing | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Evolutionärer Algorithmus | Evolutionary algorithm | Lernprozess | Learning process | Lernen | Learning | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JFRA-11-2021-0413 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304839