An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs

Author:

Habbab Fatim Z.ORCID,Kampouridis MichaelORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference60 articles.

1. Artificial intelligence model for building investment portfolio optimization mix using historical stock prices data;Adebiyi;Rajagiri Management Journal,2022

2. Algorithmic trading with directional changes;Adegboye;Artificial Intelligence Review,2023

3. How resilient are REITs to a pandemic? The COVID-19 effect;Akinsomi;Journal of Property Investment & Finance,2020

4. Time-varying correlations of REITs and implications for portfolio management;Anderson;Journal of Real Estate Research,2021

5. Public real estate markets and investments;Baker,2014

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