A Portfolio Selection Strategy Based on the Peak Price Involving Randomness
We propose a system based on the peak price involving randomness (PPR) for the portfolio selection. In the light of the relative price forecast in the paper entitled “reweighted price relative tracking system for automatic portfolio optimization” by Lai et al., which automatica...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2023-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10130540/ |