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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Faizan, Muhammad Azfar
Muut tekijät: Informaatioteknologian tiedekunta, Faculty of Information Technology, Informaatioteknologia, Information Technology, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2019
Aiheet:
Multiobjective optimization
Big data analysis
Sentiment analysis
Portfolio optimization
Time series
Tietotekniikka
Mathematical Information Technology
602
big data
optimointi
data
optimisation
Linkit: https://jyx.jyu.fi/handle/123456789/64301

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