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Guo / Gu / Ching

Data-Driven Intelligent Financial Portfolio Selection

Medium: Buch
ISBN: 978-981-9221-07-3
Verlag: Springer Verlag, Singapore
Erscheinungstermin: 12.08.2026
vorbestellbar, Erscheinungstermin ca. August 2026

This book synthesizes the development and advanced methods in the financial investment decision making in the big data environment, and explores systematic solutions for quantitative portfolio selection problems by integrating theoretical elaboration with practical applications, while also summarizing the future development directions and trends of the field. It aims to provide a valuable reference for researchers in quantitative finance, and investment practitioners, as well as graduate students specializing in related disciplines.


Produkteigenschaften


  • Artikelnummer: 9789819221073
  • Medium: Buch
  • ISBN: 978-981-9221-07-3
  • Verlag: Springer Verlag, Singapore
  • Erscheinungstermin: 12.08.2026
  • Sprache(n): Englisch
  • Auflage: Erscheinungsjahr 2026
  • Serie: Uncertainty and Operations Research
  • Produktform: Gebunden
  • Seiten: 195
  • Format (B x H): 155 x 235 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Chapter 1. Current Research on Financial Portfolio Selection.- Part I: Sequential High-Frequency Portfolio.- Chapter 2. Portfolio Selection Optimization with Adaptive Parameter Learning.- Chapter 3. State-dependent Online Return Prediction and Decision Making.- Part II: Online Portfolio Selection with Additional Capitals.- Chapter 4. Online Portfolio Selection with Constant Cash Flows.- Chapter 5. Online Portfolio Selection with Adjustable Cash Flows.- Part III: Low-Frequency Portfolio Selection with Regime Switching.- Chapter 6. Hidden-Markov-switching Portfolio Selection.- Chapter 7. High-order Regime-switching Portfolio Selection.- Chapter 8. Prospects for Future Research on Financial Portfolio Selection.