Analysis of integration of financial series classification and constrained portfolio optimization

Fernando Garcia Diniz Campos Ferreira, Amir H. Gandomi, Rodrigo Tomás Nogueira Cardoso. Analysis of integration of financial series classification and constrained portfolio optimization. In IEEE Symposium Series on Computational Intelligence, SSCI 2021, Orlando, FL, USA, December 5-7, 2021. pages 1-7, IEEE, 2021. [doi]

@inproceedings{FerreiraGC21-0,
  title = {Analysis of integration of financial series classification and constrained portfolio optimization},
  author = {Fernando Garcia Diniz Campos Ferreira and Amir H. Gandomi and Rodrigo Tomás Nogueira Cardoso},
  year = {2021},
  doi = {10.1109/SSCI50451.2021.9660144},
  url = {https://doi.org/10.1109/SSCI50451.2021.9660144},
  researchr = {https://researchr.org/publication/FerreiraGC21-0},
  cites = {0},
  citedby = {0},
  pages = {1-7},
  booktitle = {IEEE Symposium Series on Computational Intelligence, SSCI 2021, Orlando, FL, USA, December 5-7, 2021},
  publisher = {IEEE},
  isbn = {978-1-7281-9048-8},
}