A Python Module for Selecting the Number of Assets in Optimal Portfolios via Two Alternative Techniques-Reference-Cited by-同舟云学术

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A Python Module for Selecting the Number of Assets in Optimal Portfolios via Two Alternative Techniques

Published:2023-10-05 Issue: Volume: Page:
ISSN:
Container-title:2023 9th International Conference on Optimization and Applications (ICOA)
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Author:

Hatemi-J Abdulnasser¹,Mustafa Alan

Affiliation:

1. UAE University,College of Business and Economics,Department of Economics and Finance

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10308776/10308777/10308823.pdf?arnumber=10308823

Reference13 articles.

1. Uniformed two local binary pattern combined with neighboring support vector classifier for classification;ngadi;International Journal of Artificial Intelligence,2017

2. Dynamic symmetric causality tests with an application;hatemi-j;Engineering Proceedings,2022

3. Asymmetric causality tests with an application

4. Portfolio selection;markowitz;Journal of Finance,1952

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1. Modeling the Asymmetric and Time-Dependent Volatility of Bitcoin: An Alternative Approach;ITISE 2024;2024-07-04

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