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[IEEE 2019 International Symposium on Intelligent Signal Processing and Communication Systems (ISPACS) - Taipei, Taiwan (2019.12.3-2019.12.6)] 2019 International Symposium on Intelligent Signal Processing and Communication Systems (ISPACS) - Practice of a Two-Stage Model Using Support Vector Regression and Black-Litterman for ETF Portfolio Selection
Li, Jung-Bin, Chen, Chuan-YinYear:
2019
DOI:
10.1109/ispacs48206.2019.8986236
File:
PDF, 1.57 MB
2019