Oct 26, 2021 · This paper proposes a novel weighted portfolio optimization model based on the trend ratio and emotion index to comprehensively consider the volatility of the ...
First, the model utilizes the trend ratio and the emotion index, which assess the strong stable upside trend as having high potential value, to more ...
Therefore, this paper proposes a novel weighted portfolio optimization model based on the trend ratio and emotion index to comprehensively consider the ...
Aug 1, 2022 · This paper proposes a novel weighted portfolio optimization model based on the trend ratio and emotion index to comprehensively consider the volatility of the ...
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A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS. Article. Oct 2021. Yao-Hsin Chou · Yu-Chi Jiang · Yi-Rui Hsu ...
Jun 30, 2024 · Parameter control is vital for optimization ... A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS.
Mar 2, 2023 · A weighted portfolio optimization model based on the trend ratio, Emotion Index, and Angqts. IEEE Transactions on Emerging Topics in ...
The proposed portfolio optimization model has better performance than the Sharp ratio and trend ratio on linear regression.
Missing: Emotion ANGQTS.
Jan 31, 2023 · ... A weighted portfolio optimization model based on the trend ratio, emotion index, and angqts. IEEE Transact Emerg Top Comput Intell 6(4):867 ...
TL;DR: Wang et al. as discussed by the authors proposed a novel weighted portfolio optimization model based on the trend ratio and emotion index to ...
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