Mean-Variance optimal portfolio selection integrated with support vector and fuzzy support vector machines
This study introduces a novel approach integrating a support vector machine (SVM) with an optimal portfolio construction model. Leveraging the Radial Basis Function (RBF) kernel, the SVM identifies assets with higher growth potential. However, due to inherent uncertainties, some input points may not...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Ayandegan Institute of Higher Education,
2024-07-01
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| Series: | Journal of Fuzzy Extension and Applications |
| Subjects: | |
| Online Access: | https://www.journal-fea.com/article_202834_e5e545f9e4f016aeb96a826b7fba59dc.pdf |
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