A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS

Yao-Hsin Chou, Yu-Chi Jiang, Yi-Rui Hsu, Shu-Yu Kuo, Sy-Yen Kuo. A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS. IEEE Trans. Emerging Topics in Comput. Intellig., 6(4):867-882, 2022. [doi]

Abstract

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