Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach

Jiayang Yu, Tuan Le, KC Chang, Sabyasachi Guharay. Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach. In 22th International Conference on Information Fusion, FUSION 2019, Ottawa, ON, Canada, July 2-5, 2019. pages 1-8, IEEE, 2019. [doi]

@inproceedings{YuLCG19,
  title = {Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach},
  author = {Jiayang Yu and Tuan Le and KC Chang and Sabyasachi Guharay},
  year = {2019},
  url = {https://ieeexplore.ieee.org/document/9011330},
  researchr = {https://researchr.org/publication/YuLCG19},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {22th International Conference on Information Fusion, FUSION 2019, Ottawa, ON, Canada, July 2-5, 2019},
  publisher = {IEEE},
  isbn = {978-0-9964527-8-6},
}