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Apichat Chaweewanchon and Rujira Chaysiri
With the advances in time-series prediction, several recent developments in machine learning have shown that integrating prediction methods into portfolio selection is a great opportunity. In this paper, we propose a novel approach to portfolio formation...
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Yixuan Li, Charalampos Stasinakis and Wee Meng Yeo
Supply Chain Finance (SCF) has gradually taken on digital characteristics with the rapid development of electronic information technology. Business audit information has become more abundant and complex, which has increased the efficiency and increased t...
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Philippe St-Aubin and Bruno Agard
The selection of an accurate performance metric is highly important to evaluate the quality of a forecasting method. This evaluation may help to select between different forecasting tools of forecasting outputs, and then support many decisions within a c...
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Pieter Cawood and Terence Van Zyl
The techniques of hybridisation and ensemble learning are popular model fusion techniques for improving the predictive power of forecasting methods. With limited research that instigates combining these two promising approaches, this paper focuses on the...
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Jules Clément Mba, Kofi Agyarko Ababio and Samuel Kwaku Agyei
This paper investigates the robustness of the conventional mean-variance (MV) optimization model by making two adjustments within the MV formulation. First, the portfolio selection based on a behavioral decision-making theory that encapsulates the MV sta...
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