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Portfolio optimization in stocks using mean–variance optimization and the efficient frontier

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References

2020Mean–variance portfolio optimization using machine learning-based stock price prediction302 cited
2020Portfolio optimization with return prediction using deep learning and machine learning299 cited
2022A convolutional neural network based approach to financial time series prediction159 cited
2020The Effect of Personal Finance Education on The Financial Knowledge, Attitudes and Behaviour of University Students in Indonesia128 cited
2020A Comprehensive Survey on Portfolio Optimization, Stock Price and Trend Prediction Using Particle Swarm Optimization121 cited
2012Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description116 cited
2021Multi-step time series analysis and forecasting strategy using ARIMA and evolutionary algorithms61 cited
2010Comparative issues in large-scale mean–variance efficient frontier computation34 cited
2014Prediction of stock market using artificial neural network33 cited
2012On the Computation of the Efficient Frontier of the Portfolio Selection Problem32 cited

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2024Navigating Uncertainty: Enhancing Markowitz Asset Allocation Strategies through Out-of-Sample Analysis30 cited

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