TwoStage Portfolio Optimization with Ensemble Learning
The study introduces a method that merges ensemble learning and genetic algorithms to optimize stock portfolios and predict asset returns in the Chinese Ashare market.
Featured in No. 83 on 23 Jan 2025 · 8 days after release
- Released
- 15 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 5098159
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