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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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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