A Machine Learning Portfolio Allocation System for IPOs in Korean Markets Using GA-Rough Set Theory

An initial public offering (IPO) is a type of public offering in which a company’s shares are sold to institutional and individual investors. While the majority of studies on IPOs have focused on the efficiency of raising capital and price adequacy in IPOs, studies on portfolio allocation strategies...

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Veröffentlicht in:	Sustainability 2019-12, Vol.11 (23), p.6803
Hauptverfasser:	Kim, Jiwoo, Shin, Sanghun, Lee, Hee Soo, Oh, Kyong Joo
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Economic development Economic growth Efficiency Efficient markets Financial instruments Genetic algorithms Initial public offerings Institutional investments Investment policy Learning algorithms Machine learning New stock market listings Portfolio management Portfolios Prices Securities markets Set theory Stock exchanges Sustainability
Online-Zugang:	Volltext
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