Work

Reweighted Price Relative Tracking System for Automatic Portfolio Optimization

Year: 2018

Type: article

Source: IEEE Transactions on Systems Man and Cybernetics Systems

DOI: 10.1109/tsmc.2018.2852651

Authors: Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang, Xiaotian Wu

Institutions: Jinan University, Sun Yat-sen University, Guilin University of Electronic Technology, Chinese Academy of Sciences, Nanjing University of Information Science and Technology, Institute of Information Engineering, State Key Laboratory of Information Security

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Jinan University, Priority Academic Program Development of Jiangsu Higher Education Institutions, Fundamental Research Funds for the Central Universities

Awards: G2272330243, G3035785233, G3548762637, G3594058473, G7676325976, G8004158545, G8372985554

OpenAlex ID: W2884458511

FWCI: 0.762

Cites: 44

Cited by: 26

Related to: 10