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 - Multi-objective possibility model for selecting the optimal stock portfolio
  Abdolmajid Abdolbaghi Ataabadi Alireza Nazemi Masoumeh Saki
  10.22034/amfa.2022.1952682.1705
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  3 - Portfolio Optimization and the Momentum- Contrarian Strategy (MCS)- Based Performance: Evidence from Tehran Stock Exchange
  Homayun Soltanzadeh Reza Keykhaei Abdolmajid Abdolbaghi Ataabadi Mohammad Hosein Arman
  10.30495/jsm.2022.1966975.1685
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  4 - Portfolio optimization based on return prediction using multiple parallel input CNN-LSTM
  Hatef Kiabakht Mahdi Ashrafzadeh
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  5 - Development of stock portfolio trading systems using machine learning methods
  Ali Heidarian Mohadeseh Moradi Mehr Ali Farhadian