Portfolio optimization Model using ANQTS with Trend Ratio on Quadratic Regression

Shu-Yu Kuo, Xin Jie Cheam, Yu-Chi Jiang, Yun-Ting Lai, Keh-Ning Chang, Yao-Hsin Chou. Portfolio optimization Model using ANQTS with Trend Ratio on Quadratic Regression. In 2019 IEEE International Conference on Systems, Man and Cybernetics, SMC 2019, Bari, Italy, October 6-9, 2019. pages 629-634, IEEE, 2019. [doi]

Abstract

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