A new two-phase approach to the portfolio optimization problem based on the prediction of stock price trends

Subject Areas : Economic and Financial Time Series

Hamid Reza Yousefzade ¹ , Amin Karrabi ² , Aghileh Heydari ³

1 - Department of Mathematics, Payame Noor University (PNU), Tehran, Iran
2 - Department of Mathematics, Payam noor University, Mashhad, Iran
3 - Department of Mathematics, Payame Noor University (PNU), P.O. BOX 19395-4697, Tehran, Iran.

Received: 2021-08-02 Accepted : 2021-12-14 Published : 2022-10-01

Keywords:

References:

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