Weighted Portfolio Optimization Based on Ensemble Learning

SUN Huixia, ZHAO Huimin, ZHANG Chao, ZHENG Tiantian

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (5) : 1145-1160.

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Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (5) : 1145-1160. DOI: 10.12341/jssms21679

Weighted Portfolio Optimization Based on Ensemble Learning

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(5): 1145-1160 https://doi.org/10.12341/jssms21679

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