The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter (Q2165790)
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| Language | Label | Description | Also known as |
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| English | The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter |
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The application of model predictive control on stock portfolio optimization with prediction based on geometric Brownian motion-Kalman filter (English)
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23 August 2022
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portfolio management
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geometric Brownian motion-Kalman filter (GBM-KF)
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stock price prediction
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model predictive control (MPC)
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stock portfolio optimization
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