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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Bibliographic Details
Main Author: Dai, Zerui
Other Authors: Mao Kezhi
Format: Thesis-Master by Coursework
Language:English
Published: Nanyang Technological University 2024
Subjects:
Online Access:https://hdl.handle.net/10356/172973
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Institution: Nanyang Technological University
Language: English