| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4943347 | Expert Systems with Applications | 2017 | 42 Pages |
Abstract
Numerical experiments demonstrate the effectiveness of our methodology through creating excess returns over S&P 500 and generating investment portfolios with fine risk-return profiles.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi,