Using fear, greed and machine learning for optimizing global portfolios : a Black-Litterman approach
Year of publication: |
2023
|
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Authors: | Barua, Ronil ; Sharma, Anil Kumar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-12
|
Subject: | Black-Litterman | CEEMDAN | Financial forecasting | GRU | Investor sentiment | XGBoost | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Künstliche Intelligenz | Artificial intelligence | Kapitalanlage | Financial investment |
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