Harnessing Cognitively Inspired Predictive Models to Improve Investment Decision-Making
Vincenzo Carandente,
Giancarlo Sperlí
Abstract:In the last years, researchers and practitioners have focused on defining portfolio optimization approaches. This task aims to identify a suitable distribution of assets for maximizing profits and minimizing risks, also offering protection against unexpected market behaviors. Nevertheless, the state-of-the-art approaches encounter significant limitations due to the complex nature of the task: (1) forecasting of non-stationary, non-linearity and volatile stock price; (2) budget allocation over different stocks … Show more
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