Mahmoud Gharehgozlou

Publications

Citations

H-Index

2022

Active since

Affiliations

Mahmoud Gharehgozlou is an author at Universidad Católica del Norte specializing in portfolio management, asset allocation, and financial engineering.

ORCID

Top concepts

FinanceBusinessManagementAsset PricingAsset AllocationPortfolio ManagementFinancial EngineeringPortfolio Optimization

Publications per year

2022–2023

Publications

Clustering-based return prediction model for stock pre-selection in portfolio optimization using PSO-CNN+MVF

Mahdi Ashrafzadeh, Hasan Taheri, Mahmoud Gharehgozlou et al. · Journal of King Saud University - Computer and Information Sciences · 2023 · 26 citations · Full text

An asymmetric PROMETHEE II for cryptocurrency portfolio allocation based on return prediction

Sarfaraz Hashemkhani Zolfani, Hasan Taheri, Mahmoud Gharehgozlou · Applied Soft Computing · 2022 · 21 citations

Portfolio Optimization, Asset Pricing, Portfolio Allocation +9

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