Open AccessDevelopment and Evaluation of a Portfolio Selection Model and Investment Algorithm utilizing a Markov Chain in the Foreign Exchange Market
Author(s) -
Joon Weon Choi,
Jongbin Jung,
Seongmoon Kim
Publication year - 2015
Publication title -
hanguk gyeongyeong gwahakoeji/han'gug gyeong'yeong gwahag hoeji
Language(s) - English
Resource type - Journals
eISSN - 2733-4759
pISSN - 1225-1119
DOI - 10.7737/jkorms.2015.40.2.001
Subject(s) - portfolio , margin (machine learning) , sharpe ratio , markov chain , computer science , index (typography) , econometrics , portfolio optimization , economics , investment (military) , currency , financial economics , monetary economics , machine learning , politics , world wide web , political science , law