Intelligent forecasting models-selection system for the portfolio internal structure change

DOI10.1007/S00500-007-0177-8zbMATH Open1147.91331OpenAlexW2083196796MaRDI QIDQ2466734

Hsing-Wen Wang

Publication date: 16 January 2008

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-007-0177-8

zbMATH Keywords

portfolio optimizationefficient frontierforecasting modelintelligent selection mechanisminternal structure change

Mathematics Subject Classification ID

Mathematical economics (91B99) Portfolio theory (91G10)

Cites Work

• Estimating the dimension of a model
• On a measure of lack of fit in time series models
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• A new look at the statistical model identification

Related Items (1)

AN INTELLIGENT FINANCIAL RATIO SELECTION MECHANISM FOR EARNING FORECAST(Special Issue on Theory, Methodology and Applications in Financial Engneering)

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