Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning

Zhongbao Zhou, Zhengyang Song, Tiantian Ren, Lean Yu. Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning. IEEE Access, 11:1654-1670, 2023. [doi]

Authors

Zhongbao Zhou

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Zhengyang Song

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Tiantian Ren

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Lean Yu

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