Sparse machine learning methods for financial signal processing
Ever since stock trading came into force, financial economists are keen on identifying optimal methods that track stock movements and make a prediction on future prices with a high degree of accuracy. One such research problem is portfolio optimization. Ever since then an extensive research has bee...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2017
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| Online Access: | http://hdl.handle.net/10356/72617 |
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| Institution: | Nanyang Technological University |
| Language: | English |