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]