Author of the publication

Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets.

, , , , and . J. Adv. Comput. Intell. Intell. Informatics, 26 (4): 451-460 (2022)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

No persons found for author name Umino, Kazunori
add a person with the name Umino, Kazunori
 

Other publications of authors with the same name

Empirical Analyses of OLMAR Method for Financial Portfolio Selection in Stock Markets., , , , and . J. Adv. Comput. Intell. Intell. Informatics, 26 (4): 451-460 (2022)Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and OLMAR Method., , , , and . JSAI-isAI Workshops, volume 10838 of Lecture Notes in Computer Science, page 140-156. Springer, (2017)Modeling the Momentum Effect in Stock Markets to Propose a New Portfolio Algorithm., , , , and . J. Adv. Comput. Intell. Intell. Informatics, 22 (7): 1016-1025 (2018)