A Portfolio Selection Strategy Based on the Peak Price Involving Randomness
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Access"
DOI: 10.1109/access.2023.3278980
Abstract: We propose a system based on the peak price involving randomness (PPR) for the portfolio selection. In the light of the relative price forecast in the paper entitled “reweighted price relative tracking system for automatic… read more here.
Keywords: based peak; peak price; portfolio; price ... See more keywords
A Peak Price Tracking-Based Learning System for Portfolio Selection
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Neural Networks and Learning Systems"
DOI: 10.1109/tnnls.2017.2705658
Abstract: We propose a novel linear learning system based on the peak price tracking (PPT) strategy for portfolio selection (PS). Recently, the topic of tracking control attracts intensive attention and some novel models are proposed based… read more here.
Keywords: system; learning system; portfolio selection; price tracking ... See more keywords