Markowitz Mean-Variance Portfolio Optimization with Predictive Stock Selection Using Machine Learning
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation strategy based on a hybrid machine learning m...
| Autori principali: | , |
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| Natura: | Articolo |
| Lingua: | English |
| Pubblicazione: |
MDPI AG
2022-08-01
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| Serie: | International Journal of Financial Studies |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-7072/10/3/64 |