Applying Machine Learning Algorithms to Portfolio Selection Problem

碩士 === 國立交通大學 === 多媒體工程研究所 === 104 === Portfolio selection problem is an important issue in finance. Since Markowitz established the modern portfolio model, experts have kept working on solving the portfolio selection problem with several techniques. In order to solve the portfolio selection problem...

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Bibliographic Details
Main Authors: Kang, Po-Ya, 康博雅
Other Authors: Lin, Chen-Chung
Format: Others
Language:en_US
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/84x45x