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A Novel Smart Beta Optimization Based on Probabilistic Forecast

Cheng Zhao1, Shuyi Yang2, Chu Qin3, Jie Zhou4, Longxiang Chen5,*

1 School of Economics, Zhejiang University of Technology, Hangzhou, 310023, China
2 School of Computer Science, Zhejiang University of Technology, Hangzhou, 310023, China
3 School of Management, Zhejiang University of Technology, Hangzhou, 310023, China
4 School of Marxism, Zhejiang Chinese Medical University, Hangzhou, 310053, China
5 Informatization Office, Zhejiang University of Technology, Hangzhou, 310023, China

* Corresponding Author: Longxiang Chen. Email: email

TSP_CMC_34933.pdf

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