List of Articles mean-variance model

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  1 - Stock portfolio optimization based on the combined model of omega ratio and mean-variance Markowitz based on two-level ensemble machine learning
  sanaz faridi Mahdi Madanchi Zaj amir daneshvar shadi shahverdiani fereydoon rahnama
  10.30495/jfksa.2022.21083
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  2 - Portfolio optimization based on return prediction using multiple parallel input CNN-LSTM
  Hatef Kiabakht Mahdi Ashrafzadeh