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]
@article{ZhouSRY23,
title = {Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning},
author = {Zhongbao Zhou and Zhengyang Song and Tiantian Ren and Lean Yu},
year = {2023},
doi = {10.1109/ACCESS.2022.3232281},
url = {https://doi.org/10.1109/ACCESS.2022.3232281},
researchr = {https://researchr.org/publication/ZhouSRY23},
cites = {0},
citedby = {0},
journal = {IEEE Access},
volume = {11},
pages = {1654-1670},
}