Stock price prediction portfolio optimization using different risk measures on application of genetic algorithm for machine learning regression
This research aims to enhance portfolio selection by integrating machine learning regression algorithms for predicting stock returns with various risk measures. These measures include mean-value-at-risk (VaR) variance (Var), semi-variance mean-absolute-deviation (MAD) and conditional value-at-risk (...
| Glavni autori: | , , |
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| Format: | Članak |
| Jezik: | English |
| Izdano: |
Growing Science
2024-10-01
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| Serija: | Accounting |
| Teme: | |
| Online pristup: | http://www.growingscience.com/ac/Vol10/ac_2024_9.pdf |