Can I read Hybrid Stock Selection Algorithm on EtoBox?

Hybrid Stock Selection Algorithm by Ivan Medić is a document available to read on EtoBox.

What is Hybrid Stock Selection Algorithm about?

This document presents a novel stock selection algorithm that combines the Grey Wolf Optimizer (GWO) with Support Vector Regression (SVR) to enhance portfolio optimization. The hybrid algorithm demonstrates superior predictive performance and stability in achieving excess returns, particularly in the Chinese A-share market, compared to traditional methods like genetic algorithms and particle swarm optimization. Empirical results validate the effectiveness of the proposed approach using financial data from A

Author

Ivan Medić

Language

EN