A novel LASSO - TLBO - SVR hybrid model for an efficient portfolio construction
Sasmita Mishra, Sudarsan Padhy, Satya Narayan Mishra, Satya Narayan Misra
| Year of publication: |
2021
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|---|---|
| Authors: | Mishra, Sasmita ; Padhy, Sudarsan ; Misra, S. N. ; Miśra, Satyanārāyaṇa |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-13
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| Subject: | Least absolute shrinkage and selection operator (LASSO) | Mean absolute percentage error (MAPE) | Portfolio construction | Support vector regression (SVR) | Teaching learning-based optimization (TLBO) | Weight optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101350 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668046