Using economic and financial information for stock selection

DOI10.1007/S10287-007-0056-XMaRDI QIDQ1031950zbMATH OpenOpenAlexFDO

Authors Ilir Roko, Manfred Gilli

Publication date 23 October 2009

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://archive-ouverte.unige.ch/unige:111367

zbMATH Keywords

decision treesfactor modelsportfolio optimization

Mathematics Subject Classification ID

Economics of information (91B44) Portfolio theory (91G10)

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Cites work

• Bagging predictors
• Data mining. Concepts and techniques
• Decision trees for monotone price models
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• scientific article; zbMATH DE number 2209346 (Why is no real title available?)
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(2)

• Robust portfolio optimization with a hybrid heuristic algorithm
• Synergy frontier of multi-factor stock selection model

Describes a project that uses

Uses Software

• ElemStatLearn

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