Portfolio selection using feature selection approach
In financial portfolio selection problem, there are always trade-offs between re- turn and risk. Security market provides huge amount of historical data with respect to tradings, such as closing price and volume. As a result, risk measurement and criterion to evaluate a portfolio can be diversified...
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| Format: | Thesis-Master by Coursework |
| Language: | English |
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Nanyang Technological University
2024
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| Online Access: | https://hdl.handle.net/10356/172973 |