Multiobjective portfolio optimization including sentiment analysis

Multiobjective portfolio optimization including sentiment analysis

Volatility (or risk) in stock market is a crucial factor that has always been of great interest to investors to facilitate the decision making about their investments. The two core objectives of investors are optimization of volatility and generation of returns at the same time. One can also assume...

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Bibliographic Details
Main Author: Faizan, Muhammad Azfar
Other Authors: Informaatioteknologian tiedekunta, Faculty of Information Technology, Informaatioteknologia, Information Technology, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2019
Subjects:
Multiobjective optimization
Big data analysis
Sentiment analysis
Portfolio optimization
Time series
Tietotekniikka
Mathematical Information Technology
602
big data
optimointi
data
optimisation
Online Access: https://jyx.jyu.fi/handle/123456789/64301

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