Portfolio selection using feature selection approach

• Main Author: Dai, Zerui
• Other Authors: Mao Kezhi
• Format: Thesis-Master by Coursework
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Business::Finance::Portfolio management; Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: https://hdl.handle.net/10356/172973
• Institution: Nanyang Technological University

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...