"Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure ..."

Zhongbao Zhou et al. (2023)

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DOI: 10.1109/ACCESS.2022.3232281

access: open

type: Journal Article

metadata version: 2023-01-31

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Zhongbao Zhou, Zhengyang Song, Tiantian Ren, Lean Yu:
Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning. IEEE Access 11: 1654-1670 (2023)

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