Portfolio optimization based on the pre-selection of stocks by the Support Vector Machine model

Silva, Natan Felipe; de Andrade, Lélis Pedro; da Silva, Washington Santos; de Melo, Maísa Kely; Tonelli, Adriano Olímpio

doi:10.1016/j.frl.2024.105014

Finance Research Letters

2024

DOI: 10.1016/j.frl.2024.105014

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Portfolio optimization based on the pre-selection of stocks by the Support Vector Machine model

Natan Felipe Silva,

Lélis Pedro de Andrade,

Washington Santos da Silva

et al.

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Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis

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2024

Applied Soft Computing

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Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis

Chou,

Chen

2024

Applied Soft Computing

View full text Add to dashboard Cite

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Portfolio optimization based on the pre-selection of stocks by the Support Vector Machine model

Cited by 1 publication

References 32 publications

Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis

Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis

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