Open AccessQuantitative trading portfolio optimization based on machine learning
Author(s) -
Zixuan Xia,
Minxing Wang,
Ruoyu Wu,
Ruhao Tian,
Jianzhong Zhou,
Zhenming Chen,
Guanjun Xiao
Publication year - 2022
Publication title -
bcp business and management
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v20i.908
Subject(s) - portfolio , statistical arbitrage , econometrics , expected return , capital asset pricing model , rate of return , computer science , trading strategy , economics , financial economics , arbitrage pricing theory , finance , risk arbitrage