id sid tid token lemma pos fcis-3300 1 1 frontiers frontier NOUN fcis-3300 1 2 in in ADP fcis-3300 1 3 computing computing NOUN fcis-3300 1 4 and and CCONJ fcis-3300 1 5 intelligent intelligent ADJ fcis-3300 1 6 systems system NOUN fcis-3300 1 7 issn issn VERB fcis-3300 1 8 : : PUNCT fcis-3300 1 9 2832 2832 NUM fcis-3300 1 10 - - SYM fcis-3300 1 11 6024 6024 NUM fcis-3300 1 12 | | NOUN fcis-3300 1 13 vol vol NOUN fcis-3300 1 14 . . PROPN fcis-3300 2 1 2 2 NUM fcis-3300 2 2 , , PUNCT fcis-3300 2 3 no no INTJ fcis-3300 2 4 . . NOUN fcis-3300 2 5 1 1 NUM fcis-3300 2 6 , , PUNCT fcis-3300 2 7 2022 2022 NUM fcis-3300 2 8 132 132 NUM fcis-3300 2 9 asset asset NOUN fcis-3300 2 10 allocation allocation NOUN fcis-3300 2 11 strategy strategy NOUN fcis-3300 2 12 based base VERB fcis-3300 2 13 on on ADP fcis-3300 2 14 critic critic ADJ fcis-3300 2 15 method method NOUN fcis-3300 2 16 and and CCONJ fcis-3300 2 17 bp bp PROPN fcis-3300 2 18 neural neural ADJ fcis-3300 2 19 network network PROPN fcis-3300 2 20 sihao sihao PROPN fcis-3300 2 21 wei wei PROPN fcis-3300 2 22 school school PROPN fcis-3300 2 23 of of ADP fcis-3300 2 24 transportation transportation NOUN fcis-3300 2 25 , , PUNCT fcis-3300 2 26 shanghai shanghai PROPN fcis-3300 2 27 maritime maritime PROPN fcis-3300 2 28 university university PROPN fcis-3300 2 29 , , PUNCT fcis-3300 2 30 shanghai shanghai PROPN fcis-3300 2 31 201306 201306 NUM fcis-3300 2 32 , , PUNCT fcis-3300 2 33 china china PROPN fcis-3300 2 34 abstract abstract NOUN fcis-3300 2 35 : : PUNCT fcis-3300 2 36 investment investment NOUN fcis-3300 2 37 portfolio portfolio NOUN fcis-3300 2 38 optimization optimization NOUN fcis-3300 2 39 has have AUX fcis-3300 2 40 become become VERB fcis-3300 2 41 more more ADV fcis-3300 2 42 and and CCONJ fcis-3300 2 43 more more ADV fcis-3300 2 44 mature mature ADJ fcis-3300 2 45 after after ADP fcis-3300 2 46 more more ADJ fcis-3300 2 47 than than ADP fcis-3300 2 48 30 30 NUM fcis-3300 2 49 years year NOUN fcis-3300 2 50 of of ADP fcis-3300 2 51 development development NOUN fcis-3300 2 52 in in ADP fcis-3300 2 53 china china PROPN fcis-3300 2 54 's 's PART fcis-3300 2 55 capital capital NOUN fcis-3300 2 56 market market NOUN fcis-3300 2 57 . . PUNCT fcis-3300 3 1 for for ADP fcis-3300 3 2 ordinary ordinary ADJ fcis-3300 3 3 investors investor NOUN fcis-3300 3 4 , , PUNCT fcis-3300 3 5 how how SCONJ fcis-3300 3 6 to to PART fcis-3300 3 7 reasonably reasonably ADV fcis-3300 3 8 match match VERB fcis-3300 3 9 holding hold VERB fcis-3300 3 10 assets asset NOUN fcis-3300 3 11 to to PART fcis-3300 3 12 ensure ensure VERB fcis-3300 3 13 a a DET fcis-3300 3 14 certain certain ADJ fcis-3300 3 15 level level NOUN fcis-3300 3 16 of of ADP fcis-3300 3 17 returns return NOUN fcis-3300 3 18 and and CCONJ fcis-3300 3 19 reduce reduce VERB fcis-3300 3 20 investment investment NOUN fcis-3300 3 21 risks risk NOUN fcis-3300 3 22 is be AUX fcis-3300 3 23 an an DET fcis-3300 3 24 important important ADJ fcis-3300 3 25 issue issue NOUN fcis-3300 3 26 . . PUNCT fcis-3300 4 1 using use VERB fcis-3300 4 2 100 100 NUM fcis-3300 4 3 securities security NOUN fcis-3300 4 4 in in ADP fcis-3300 4 5 the the DET fcis-3300 4 6 china china PROPN fcis-3300 4 7 securities securities PROPN fcis-3300 4 8 dividend dividend PROPN fcis-3300 4 9 index index NOUN fcis-3300 4 10 as as ADP fcis-3300 4 11 index index NOUN fcis-3300 4 12 samples sample NOUN fcis-3300 4 13 , , PUNCT fcis-3300 4 14 firstly firstly ADV fcis-3300 4 15 , , PUNCT fcis-3300 4 16 a a DET fcis-3300 4 17 bp bp PROPN fcis-3300 4 18 neural neural ADJ fcis-3300 4 19 network network NOUN fcis-3300 4 20 prediction prediction NOUN fcis-3300 4 21 model model NOUN fcis-3300 4 22 is be AUX fcis-3300 4 23 established establish VERB fcis-3300 4 24 for for ADP fcis-3300 4 25 prediction prediction NOUN fcis-3300 4 26 , , PUNCT fcis-3300 4 27 then then ADV fcis-3300 4 28 the the DET fcis-3300 4 29 critic critic ADJ fcis-3300 4 30 method method NOUN fcis-3300 4 31 is be AUX fcis-3300 4 32 used use VERB fcis-3300 4 33 to to PART fcis-3300 4 34 evaluate evaluate VERB fcis-3300 4 35 and and CCONJ fcis-3300 4 36 score score VERB fcis-3300 4 37 the the DET fcis-3300 4 38 100 100 NUM fcis-3300 4 39 securities security NOUN fcis-3300 4 40 , , PUNCT fcis-3300 4 41 and and CCONJ fcis-3300 4 42 finally finally ADV fcis-3300 4 43 a a DET fcis-3300 4 44 multi multi ADJ fcis-3300 4 45 - - ADJ fcis-3300 4 46 objective objective ADJ fcis-3300 4 47 planning planning NOUN fcis-3300 4 48 model model NOUN fcis-3300 4 49 is be AUX fcis-3300 4 50 established establish VERB fcis-3300 4 51 for for ADP fcis-3300 4 52 investment investment NOUN fcis-3300 4 53 portfolio portfolio NOUN fcis-3300 4 54 . . PUNCT fcis-3300 5 1 the the DET fcis-3300 5 2 results result NOUN fcis-3300 5 3 show show VERB fcis-3300 5 4 that that SCONJ fcis-3300 5 5 : : PUNCT fcis-3300 5 6 solving solve VERB fcis-3300 5 7 the the DET fcis-3300 5 8 optimal optimal ADJ fcis-3300 5 9 solution solution NOUN fcis-3300 5 10 of of ADP fcis-3300 5 11 the the DET fcis-3300 5 12 multi multi ADJ fcis-3300 5 13 - - ADJ fcis-3300 5 14 objective objective ADJ fcis-3300 5 15 programming programming NOUN fcis-3300 5 16 model model NOUN fcis-3300 5 17 to to PART fcis-3300 5 18 obtain obtain VERB fcis-3300 5 19 the the DET fcis-3300 5 20 investment investment NOUN fcis-3300 5 21 portfolio portfolio NOUN fcis-3300 5 22 and and CCONJ fcis-3300 5 23 obtaining obtain VERB fcis-3300 5 24 the the DET fcis-3300 5 25 investment investment NOUN fcis-3300 5 26 portfolio portfolio NOUN fcis-3300 5 27 strategy strategy NOUN fcis-3300 5 28 ; ; PUNCT fcis-3300 5 29 using use VERB fcis-3300 5 30 the the DET fcis-3300 5 31 appropriate appropriate ADJ fcis-3300 5 32 prediction prediction NOUN fcis-3300 5 33 model model NOUN fcis-3300 5 34 , , PUNCT fcis-3300 5 35 evaluation evaluation NOUN fcis-3300 5 36 model model NOUN fcis-3300 5 37 and and CCONJ fcis-3300 5 38 establishing establish VERB fcis-3300 5 39 the the DET fcis-3300 5 40 multi multi ADJ fcis-3300 5 41 - - ADJ fcis-3300 5 42 objective objective ADJ fcis-3300 5 43 programming programming NOUN fcis-3300 5 44 model model NOUN fcis-3300 5 45 can can AUX fcis-3300 5 46 not not PART fcis-3300 5 47 only only ADV fcis-3300 5 48 reduce reduce VERB fcis-3300 5 49 investment investment NOUN fcis-3300 5 50 risk risk NOUN fcis-3300 5 51 for for ADP fcis-3300 5 52 ordinary ordinary ADJ fcis-3300 5 53 investors investor NOUN fcis-3300 5 54 , , PUNCT fcis-3300 5 55 but but CCONJ fcis-3300 5 56 also also ADV fcis-3300 5 57 reduce reduce VERB fcis-3300 5 58 investment investment NOUN fcis-3300 5 59 risk risk NOUN fcis-3300 5 60 . . PUNCT fcis-3300 6 1 received receive VERB fcis-3300 6 2 a a DET fcis-3300 6 3 certain certain ADJ fcis-3300 6 4 level level NOUN fcis-3300 6 5 of of ADP fcis-3300 6 6 income income NOUN fcis-3300 6 7 . . PUNCT fcis-3300 7 1 keywords keyword NOUN fcis-3300 7 2 : : PUNCT fcis-3300 7 3 portfolio portfolio NOUN fcis-3300 7 4 optimization optimization NOUN fcis-3300 7 5 ; ; PUNCT fcis-3300 7 6 multi multi ADJ fcis-3300 7 7 - - ADJ fcis-3300 7 8 objective objective ADJ fcis-3300 7 9 programming programming NOUN fcis-3300 7 10 ; ; PUNCT fcis-3300 7 11 bp bp PROPN fcis-3300 7 12 neural neural ADJ fcis-3300 7 13 network network NOUN fcis-3300 7 14 ; ; PUNCT fcis-3300 7 15 critic critic NOUN fcis-3300 7 16 method method NOUN fcis-3300 7 17 . . PUNCT fcis-3300 8 1 1 1 X fcis-3300 8 2 . . X fcis-3300 8 3 introduction introduction NOUN fcis-3300 8 4 the the DET fcis-3300 8 5 investment investment NOUN fcis-3300 8 6 portfolio portfolio NOUN fcis-3300 8 7 optimization optimization NOUN fcis-3300 8 8 problem problem NOUN fcis-3300 8 9 has have AUX fcis-3300 8 10 always always ADV fcis-3300 8 11 been be AUX fcis-3300 8 12 one one NUM fcis-3300 8 13 of of ADP fcis-3300 8 14 the the DET fcis-3300 8 15 hot hot ADJ fcis-3300 8 16 research research NOUN fcis-3300 8 17 issues issue NOUN fcis-3300 8 18 that that PRON fcis-3300 8 19 has have AUX fcis-3300 8 20 attracted attract VERB fcis-3300 8 21 much much ADJ fcis-3300 8 22 attention attention NOUN fcis-3300 8 23 , , PUNCT fcis-3300 8 24 and and CCONJ fcis-3300 8 25 it it PRON fcis-3300 8 26 is be AUX fcis-3300 8 27 also also ADV fcis-3300 8 28 a a DET fcis-3300 8 29 core core NOUN fcis-3300 8 30 topic topic NOUN fcis-3300 8 31 of of ADP fcis-3300 8 32 modern modern ADJ fcis-3300 8 33 finance finance NOUN fcis-3300 8 34 . . PUNCT fcis-3300 9 1 after after ADP fcis-3300 9 2 more more ADJ fcis-3300 9 3 than than ADP fcis-3300 9 4 30 30 NUM fcis-3300 9 5 years year NOUN fcis-3300 9 6 of of ADP fcis-3300 9 7 development development NOUN fcis-3300 9 8 , , PUNCT fcis-3300 9 9 china china PROPN fcis-3300 9 10 's 's PART fcis-3300 9 11 capital capital NOUN fcis-3300 9 12 market market NOUN fcis-3300 9 13 has have AUX fcis-3300 9 14 developed develop VERB fcis-3300 9 15 from from ADP fcis-3300 9 16 a a DET fcis-3300 9 17 single single ADJ fcis-3300 9 18 market market NOUN fcis-3300 9 19 structure structure NOUN fcis-3300 9 20 in in ADP fcis-3300 9 21 the the DET fcis-3300 9 22 early early ADJ fcis-3300 9 23 stage stage NOUN fcis-3300 9 24 to to ADP fcis-3300 9 25 a a DET fcis-3300 9 26 diversified diversified ADJ fcis-3300 9 27 market market NOUN fcis-3300 9 28 , , PUNCT fcis-3300 9 29 forming form VERB fcis-3300 9 30 a a DET fcis-3300 9 31 hierarchical hierarchical ADJ fcis-3300 9 32 capital capital NOUN fcis-3300 9 33 market market NOUN fcis-3300 9 34 and and CCONJ fcis-3300 9 35 gradually gradually ADV fcis-3300 9 36 mature mature VERB fcis-3300 9 37 [ [ X fcis-3300 9 38 1 1 NUM fcis-3300 9 39 ] ] PUNCT fcis-3300 9 40 . . PUNCT fcis-3300 10 1 markowitz markowitz PROPN fcis-3300 10 2 ( ( PUNCT fcis-3300 10 3 1952 1952 NUM fcis-3300 10 4 ) ) PUNCT fcis-3300 11 1 [ [ X fcis-3300 11 2 2 2 X fcis-3300 11 3 ] ] PUNCT fcis-3300 11 4 first first ADV fcis-3300 11 5 proposed propose VERB fcis-3300 11 6 the the DET fcis-3300 11 7 portfolio portfolio NOUN fcis-3300 11 8 theory theory NOUN fcis-3300 11 9 , , PUNCT fcis-3300 11 10 which which PRON fcis-3300 11 11 includes include VERB fcis-3300 11 12 the the DET fcis-3300 11 13 mean mean ADJ fcis-3300 11 14 - - PUNCT fcis-3300 11 15 variance variance NOUN fcis-3300 11 16 analysis analysis NOUN fcis-3300 11 17 method method NOUN fcis-3300 11 18 and and CCONJ fcis-3300 11 19 the the DET fcis-3300 11 20 portfolio portfolio NOUN fcis-3300 11 21 efficient efficient ADJ fcis-3300 11 22 frontier frontier NOUN fcis-3300 11 23 model model NOUN fcis-3300 11 24 . . PUNCT fcis-3300 12 1 the the DET fcis-3300 12 2 theory theory NOUN fcis-3300 12 3 quantifies quantify VERB fcis-3300 12 4 risk risk NOUN fcis-3300 12 5 and and CCONJ fcis-3300 12 6 return return VERB fcis-3300 12 7 , , PUNCT fcis-3300 12 8 but but CCONJ fcis-3300 12 9 the the DET fcis-3300 12 10 requirement requirement NOUN fcis-3300 12 11 to to PART fcis-3300 12 12 calculate calculate VERB fcis-3300 12 13 the the DET fcis-3300 12 14 covariance covariance NOUN fcis-3300 12 15 matrix matrix NOUN fcis-3300 12 16 of of ADP fcis-3300 12 17 all all DET fcis-3300 12 18 assets asset NOUN fcis-3300 12 19 severely severely ADV fcis-3300 12 20 restricts restrict VERB fcis-3300 12 21 its its PRON fcis-3300 12 22 application application NOUN fcis-3300 12 23 in in ADP fcis-3300 12 24 practice practice NOUN fcis-3300 12 25 . . PUNCT fcis-3300 13 1 william william PROPN fcis-3300 13 2 ( ( PUNCT fcis-3300 13 3 1963 1963 NUM fcis-3300 13 4 ) ) PUNCT fcis-3300 14 1 [ [ X fcis-3300 14 2 3 3 X fcis-3300 14 3 ] ] PUNCT fcis-3300 14 4 proposed propose VERB fcis-3300 14 5 the the DET fcis-3300 14 6 " " PUNCT fcis-3300 14 7 single single ADJ fcis-3300 14 8 index index NOUN fcis-3300 14 9 model model NOUN fcis-3300 14 10 " " PUNCT fcis-3300 14 11 , , PUNCT fcis-3300 14 12 which which PRON fcis-3300 14 13 assumes assume VERB fcis-3300 14 14 that that SCONJ fcis-3300 14 15 asset asset NOUN fcis-3300 14 16 returns return NOUN fcis-3300 14 17 are be AUX fcis-3300 14 18 only only ADV fcis-3300 14 19 related relate VERB fcis-3300 14 20 to to ADP fcis-3300 14 21 the the DET fcis-3300 14 22 overall overall ADJ fcis-3300 14 23 return return NOUN fcis-3300 14 24 of of ADP fcis-3300 14 25 the the DET fcis-3300 14 26 market market NOUN fcis-3300 14 27 , , PUNCT fcis-3300 14 28 which which PRON fcis-3300 14 29 greatly greatly ADV fcis-3300 14 30 simplifies simplify VERB fcis-3300 14 31 markowitz markowitz PROPN fcis-3300 14 32 's 's PART fcis-3300 14 33 theory theory NOUN fcis-3300 14 34 and and CCONJ fcis-3300 14 35 promotes promote VERB fcis-3300 14 36 the the DET fcis-3300 14 37 practical practical ADJ fcis-3300 14 38 application application NOUN fcis-3300 14 39 of of ADP fcis-3300 14 40 portfolio portfolio NOUN fcis-3300 14 41 theory theory NOUN fcis-3300 14 42 . . PUNCT fcis-3300 15 1 hiroshi hiroshi PROPN fcis-3300 15 2 and and CCONJ fcis-3300 15 3 ken ken PROPN fcis-3300 15 4 ( ( PUNCT fcis-3300 15 5 1995 1995 NUM fcis-3300 15 6 ) ) PUNCT fcis-3300 16 1 [ [ X fcis-3300 16 2 4 4 X fcis-3300 16 3 ] ] PUNCT fcis-3300 16 4 studied study VERB fcis-3300 16 5 the the DET fcis-3300 16 6 mean mean ADJ fcis-3300 16 7 - - PUNCT fcis-3300 16 8 variance variance NOUN fcis-3300 16 9 - - PUNCT fcis-3300 16 10 skewness skewness NOUN fcis-3300 16 11 model model NOUN fcis-3300 16 12 in in ADP fcis-3300 16 13 the the DET fcis-3300 16 14 case case NOUN fcis-3300 16 15 of of ADP fcis-3300 16 16 asymmetric asymmetric ADJ fcis-3300 16 17 returns return NOUN fcis-3300 16 18 , , PUNCT fcis-3300 16 19 which which PRON fcis-3300 16 20 has have VERB fcis-3300 16 21 value value NOUN fcis-3300 16 22 in in ADP fcis-3300 16 23 the the DET fcis-3300 16 24 case case NOUN fcis-3300 16 25 of of ADP fcis-3300 16 26 asymmetric asymmetric ADJ fcis-3300 16 27 return return NOUN fcis-3300 16 28 distributions distribution NOUN fcis-3300 16 29 . . PUNCT fcis-3300 17 1 although although SCONJ fcis-3300 17 2 the the DET fcis-3300 17 3 domestic domestic ADJ fcis-3300 17 4 capital capital NOUN fcis-3300 17 5 market market NOUN fcis-3300 17 6 started start VERB fcis-3300 17 7 late late ADV fcis-3300 17 8 , , PUNCT fcis-3300 17 9 it it PRON fcis-3300 17 10 has have AUX fcis-3300 17 11 developed develop VERB fcis-3300 17 12 rapidly rapidly ADV fcis-3300 17 13 , , PUNCT fcis-3300 17 14 and and CCONJ fcis-3300 17 15 relevant relevant ADJ fcis-3300 17 16 academic academic ADJ fcis-3300 17 17 research research NOUN fcis-3300 17 18 has have AUX fcis-3300 17 19 also also ADV fcis-3300 17 20 achieved achieve VERB fcis-3300 17 21 great great ADJ fcis-3300 17 22 results result NOUN fcis-3300 17 23 . . PUNCT fcis-3300 18 1 guo guo PROPN fcis-3300 18 2 et et PROPN fcis-3300 18 3 al al PROPN fcis-3300 18 4 . . PROPN fcis-3300 18 5 ( ( PUNCT fcis-3300 18 6 2004 2004 NUM fcis-3300 18 7 ) ) PUNCT fcis-3300 19 1 [ [ X fcis-3300 19 2 5 5 NUM fcis-3300 19 3 ] ] PUNCT fcis-3300 19 4 discussed discuss VERB fcis-3300 19 5 the the DET fcis-3300 19 6 establishment establishment NOUN fcis-3300 19 7 of of ADP fcis-3300 19 8 the the DET fcis-3300 19 9 mean mean ADJ fcis-3300 19 10 - - PUNCT fcis-3300 19 11 var var NOUN fcis-3300 19 12 portfolio portfolio NOUN fcis-3300 19 13 model model NOUN fcis-3300 19 14 under under ADP fcis-3300 19 15 investment investment NOUN fcis-3300 19 16 opportunity opportunity NOUN fcis-3300 19 17 constraints constraint NOUN fcis-3300 19 18 . . PUNCT fcis-3300 20 1 sun sun PROPN fcis-3300 20 2 and and CCONJ fcis-3300 20 3 wei wei PROPN fcis-3300 20 4 ( ( PUNCT fcis-3300 20 5 2005 2005 NUM fcis-3300 20 6 ) ) PUNCT fcis-3300 21 1 [ [ X fcis-3300 21 2 6 6 NUM fcis-3300 21 3 ] ] PUNCT fcis-3300 21 4 studied study VERB fcis-3300 21 5 the the DET fcis-3300 21 6 portfolio portfolio NOUN fcis-3300 21 7 strategy strategy NOUN fcis-3300 21 8 under under ADP fcis-3300 21 9 changing change VERB fcis-3300 21 10 market market NOUN fcis-3300 21 11 conditions condition NOUN fcis-3300 21 12 . . PUNCT fcis-3300 22 1 zhang zhang PROPN fcis-3300 22 2 et et PROPN fcis-3300 22 3 al al PROPN fcis-3300 22 4 . . PROPN fcis-3300 22 5 ( ( PUNCT fcis-3300 22 6 2011 2011 NUM fcis-3300 22 7 ) ) PUNCT fcis-3300 23 1 [ [ X fcis-3300 23 2 7 7 X fcis-3300 23 3 ] ] PUNCT fcis-3300 23 4 proposed propose VERB fcis-3300 23 5 a a DET fcis-3300 23 6 new new ADJ fcis-3300 23 7 investment investment NOUN fcis-3300 23 8 portfolio portfolio NOUN fcis-3300 23 9 optimization optimization NOUN fcis-3300 23 10 model model NOUN fcis-3300 23 11 by by ADP fcis-3300 23 12 adding add VERB fcis-3300 23 13 the the DET fcis-3300 23 14 minimum minimum ADJ fcis-3300 23 15 transaction transaction NOUN fcis-3300 23 16 unit unit NOUN fcis-3300 23 17 and and CCONJ fcis-3300 23 18 transaction transaction NOUN fcis-3300 23 19 cost cost NOUN fcis-3300 23 20 constraints constraint NOUN fcis-3300 23 21 , , PUNCT fcis-3300 23 22 and and CCONJ fcis-3300 23 23 proposed propose VERB fcis-3300 23 24 an an DET fcis-3300 23 25 intelligent intelligent ADJ fcis-3300 23 26 algorithm algorithm NOUN fcis-3300 23 27 based base VERB fcis-3300 23 28 on on ADP fcis-3300 23 29 genetic genetic ADJ fcis-3300 23 30 algorithm algorithm NOUN fcis-3300 23 31 to to PART fcis-3300 23 32 solve solve VERB fcis-3300 23 33 it it PRON fcis-3300 23 34 . . PUNCT fcis-3300 24 1 fang fang PROPN fcis-3300 24 2 et et PROPN fcis-3300 24 3 al al PROPN fcis-3300 24 4 . . PROPN fcis-3300 24 5 ( ( PUNCT fcis-3300 24 6 2015 2015 NUM fcis-3300 24 7 ) ) PUNCT fcis-3300 25 1 [ [ X fcis-3300 25 2 8 8 NUM fcis-3300 25 3 ] ] PUNCT fcis-3300 25 4 established establish VERB fcis-3300 25 5 an an DET fcis-3300 25 6 improved improved ADJ fcis-3300 25 7 cvar cvar NOUN fcis-3300 25 8 - - PUNCT fcis-3300 25 9 based base VERB fcis-3300 25 10 portfolio portfolio NOUN fcis-3300 25 11 model model NOUN fcis-3300 25 12 of of ADP fcis-3300 25 13 the the DET fcis-3300 25 14 typical typical ADJ fcis-3300 25 15 transaction transaction NOUN fcis-3300 25 16 cost cost NOUN fcis-3300 25 17 function function NOUN fcis-3300 25 18 through through ADP fcis-3300 25 19 the the DET fcis-3300 25 20 nonlinear nonlinear ADJ fcis-3300 25 21 increase increase NOUN fcis-3300 25 22 of of ADP fcis-3300 25 23 the the DET fcis-3300 25 24 transaction transaction NOUN fcis-3300 25 25 cost cost NOUN fcis-3300 25 26 function function NOUN fcis-3300 25 27 . . PUNCT fcis-3300 26 1 huang huang PROPN fcis-3300 26 2 ( ( PUNCT fcis-3300 26 3 2017 2017 NUM fcis-3300 26 4 ) ) PUNCT fcis-3300 27 1 [ [ X fcis-3300 27 2 9 9 NUM fcis-3300 27 3 ] ] PUNCT fcis-3300 27 4 comprehensively comprehensively ADV fcis-3300 27 5 evaluate evaluate VERB fcis-3300 27 6 and and CCONJ fcis-3300 27 7 score score VERB fcis-3300 27 8 stocks stock NOUN fcis-3300 27 9 based base VERB fcis-3300 27 10 on on ADP fcis-3300 27 11 the the DET fcis-3300 27 12 entropy entropy NOUN fcis-3300 27 13 weight weight NOUN fcis-3300 27 14 - - PUNCT fcis-3300 27 15 topsis topsis NOUN fcis-3300 27 16 method method NOUN fcis-3300 27 17 , , PUNCT fcis-3300 27 18 and and CCONJ fcis-3300 27 19 use use VERB fcis-3300 27 20 the the DET fcis-3300 27 21 mean mean ADJ fcis-3300 27 22 - - PUNCT fcis-3300 27 23 cvar cvar NOUN fcis-3300 27 24 portfolio portfolio NOUN fcis-3300 27 25 model model NOUN fcis-3300 27 26 to to PART fcis-3300 27 27 make make VERB fcis-3300 27 28 portfolio portfolio NOUN fcis-3300 27 29 strategies strategy NOUN fcis-3300 27 30 . . PUNCT fcis-3300 28 1 zhou zhou PROPN fcis-3300 28 2 ( ( PUNCT fcis-3300 28 3 2022 2022 NUM fcis-3300 28 4 ) ) PUNCT fcis-3300 29 1 [ [ X fcis-3300 29 2 1 1 X fcis-3300 29 3 ] ] PUNCT fcis-3300 29 4 uses use VERB fcis-3300 29 5 the the DET fcis-3300 29 6 principal principal ADJ fcis-3300 29 7 component component NOUN fcis-3300 29 8 analysis analysis NOUN fcis-3300 29 9 method method NOUN fcis-3300 29 10 to to PART fcis-3300 29 11 comprehensively comprehensively ADV fcis-3300 29 12 score score VERB fcis-3300 29 13 the the DET fcis-3300 29 14 financial financial ADJ fcis-3300 29 15 indicators indicator NOUN fcis-3300 29 16 of of ADP fcis-3300 29 17 each each DET fcis-3300 29 18 company company NOUN fcis-3300 29 19 and and CCONJ fcis-3300 29 20 makes make VERB fcis-3300 29 21 portfolio portfolio NOUN fcis-3300 29 22 strategies strategy NOUN fcis-3300 29 23 based base VERB fcis-3300 29 24 on on ADP fcis-3300 29 25 the the DET fcis-3300 29 26 mean mean ADJ fcis-3300 29 27 - - PUNCT fcis-3300 29 28 variance variance NOUN fcis-3300 29 29 model model NOUN fcis-3300 29 30 . . PUNCT fcis-3300 30 1 to to PART fcis-3300 30 2 sum sum VERB fcis-3300 30 3 up up ADP fcis-3300 30 4 , , PUNCT fcis-3300 30 5 the the DET fcis-3300 30 6 academia academia NOUN fcis-3300 30 7 has have AUX fcis-3300 30 8 optimized optimize VERB fcis-3300 30 9 and and CCONJ fcis-3300 30 10 improved improve VERB fcis-3300 30 11 the the DET fcis-3300 30 12 investment investment NOUN fcis-3300 30 13 portfolio portfolio NOUN fcis-3300 30 14 optimization optimization NOUN fcis-3300 30 15 problem problem NOUN fcis-3300 30 16 with with ADP fcis-3300 30 17 many many ADJ fcis-3300 30 18 evaluation evaluation NOUN fcis-3300 30 19 angles angle NOUN fcis-3300 30 20 and and CCONJ fcis-3300 30 21 models model NOUN fcis-3300 30 22 , , PUNCT fcis-3300 30 23 and and CCONJ fcis-3300 30 24 provided provide VERB fcis-3300 30 25 the the DET fcis-3300 30 26 investment investment NOUN fcis-3300 30 27 portfolio portfolio NOUN fcis-3300 30 28 . . PUNCT fcis-3300 31 1 based base VERB fcis-3300 31 2 on on ADP fcis-3300 31 3 markowitz markowitz PROPN fcis-3300 31 4 's 's PART fcis-3300 31 5 classic classic ADJ fcis-3300 31 6 mean mean ADJ fcis-3300 31 7 - - PUNCT fcis-3300 31 8 variance variance NOUN fcis-3300 31 9 model model NOUN fcis-3300 31 10 , , PUNCT fcis-3300 31 11 many many ADJ fcis-3300 31 12 new new ADJ fcis-3300 31 13 solutions solution NOUN fcis-3300 31 14 have have AUX fcis-3300 31 15 been be AUX fcis-3300 31 16 given give VERB fcis-3300 31 17 . . PUNCT fcis-3300 32 1 this this DET fcis-3300 32 2 article article NOUN fcis-3300 32 3 selects select VERB fcis-3300 32 4 100 100 NUM fcis-3300 32 5 securities security NOUN fcis-3300 32 6 of of ADP fcis-3300 32 7 listed list VERB fcis-3300 32 8 companies company NOUN fcis-3300 32 9 with with ADP fcis-3300 32 10 high high ADJ fcis-3300 32 11 cash cash NOUN fcis-3300 32 12 dividend dividend NOUN fcis-3300 32 13 rate rate NOUN fcis-3300 32 14 , , PUNCT fcis-3300 32 15 stable stable ADJ fcis-3300 32 16 dividend dividend NOUN fcis-3300 32 17 distribution distribution NOUN fcis-3300 32 18 and and CCONJ fcis-3300 32 19 a a DET fcis-3300 32 20 certain certain ADJ fcis-3300 32 21 scale scale NOUN fcis-3300 32 22 of of ADP fcis-3300 32 23 csi csi PROPN fcis-3300 32 24 dividend dividend NOUN fcis-3300 32 25 index index NOUN fcis-3300 32 26 ( ( PUNCT fcis-3300 32 27 000922.csi 000922.csi PROPN fcis-3300 32 28 ) ) PUNCT fcis-3300 32 29 in in ADP fcis-3300 32 30 shanghai shanghai PROPN fcis-3300 32 31 and and CCONJ fcis-3300 32 32 shenzhen shenzhen PROPN fcis-3300 32 33 markets market NOUN fcis-3300 32 34 as as ADP fcis-3300 32 35 index index NOUN fcis-3300 32 36 specimens specimen NOUN fcis-3300 32 37 , , PUNCT fcis-3300 32 38 and and CCONJ fcis-3300 32 39 uses use VERB fcis-3300 32 40 neural neural ADJ fcis-3300 32 41 network network NOUN fcis-3300 32 42 prediction prediction NOUN fcis-3300 32 43 model model NOUN fcis-3300 32 44 to to PART fcis-3300 32 45 predict predict VERB fcis-3300 32 46 the the DET fcis-3300 32 47 closing closing NOUN fcis-3300 32 48 price price NOUN fcis-3300 32 49 of of ADP fcis-3300 32 50 these these DET fcis-3300 32 51 100 100 NUM fcis-3300 32 52 securities security NOUN fcis-3300 32 53 , , PUNCT fcis-3300 32 54 then then ADV fcis-3300 32 55 use use VERB fcis-3300 32 56 the the DET fcis-3300 32 57 critic critic ADJ fcis-3300 32 58 method method NOUN fcis-3300 32 59 as as ADP fcis-3300 32 60 the the DET fcis-3300 32 61 evaluation evaluation NOUN fcis-3300 32 62 method method NOUN fcis-3300 32 63 to to PART fcis-3300 32 64 comprehensively comprehensively ADV fcis-3300 32 65 evaluate evaluate VERB fcis-3300 32 66 100 100 NUM fcis-3300 32 67 securities security NOUN fcis-3300 32 68 , , PUNCT fcis-3300 32 69 and and CCONJ fcis-3300 32 70 finally finally ADV fcis-3300 32 71 establish establish VERB fcis-3300 32 72 a a DET fcis-3300 32 73 multi multi ADJ fcis-3300 32 74 - - ADJ fcis-3300 32 75 objective objective ADJ fcis-3300 32 76 programming programming NOUN fcis-3300 32 77 mathematical mathematical ADJ fcis-3300 32 78 model model NOUN fcis-3300 32 79 based base VERB fcis-3300 32 80 on on ADP fcis-3300 32 81 the the DET fcis-3300 32 82 principle principle NOUN fcis-3300 32 83 of of ADP fcis-3300 32 84 the the DET fcis-3300 32 85 largest large ADJ fcis-3300 32 86 return return NOUN fcis-3300 32 87 and and CCONJ fcis-3300 32 88 the the DET fcis-3300 32 89 highest high ADJ fcis-3300 32 90 comprehensive comprehensive ADJ fcis-3300 32 91 score score NOUN fcis-3300 32 92 of of ADP fcis-3300 32 93 the the DET fcis-3300 32 94 investment investment NOUN fcis-3300 32 95 portfolio portfolio NOUN fcis-3300 32 96 . . PUNCT fcis-3300 33 1 the the DET fcis-3300 33 2 reliability reliability NOUN fcis-3300 33 3 , , PUNCT fcis-3300 33 4 versatility versatility NOUN fcis-3300 33 5 and and CCONJ fcis-3300 33 6 reliability reliability NOUN fcis-3300 33 7 provide provide VERB fcis-3300 33 8 references reference NOUN fcis-3300 33 9 for for SCONJ fcis-3300 33 10 investors investor NOUN fcis-3300 33 11 to to PART fcis-3300 33 12 make make VERB fcis-3300 33 13 investment investment NOUN fcis-3300 33 14 portfolios portfolio NOUN fcis-3300 33 15 . . PUNCT fcis-3300 34 1 2 2 X fcis-3300 34 2 . . NUM fcis-3300 34 3 related relate VERB fcis-3300 34 4 theories theory NOUN fcis-3300 34 5 and and CCONJ fcis-3300 34 6 methods method NOUN fcis-3300 34 7 2.1 2.1 NUM fcis-3300 34 8 . . PUNCT fcis-3300 35 1 choose choose VERB fcis-3300 35 2 a a DET fcis-3300 35 3 prediction prediction NOUN fcis-3300 35 4 model model NOUN fcis-3300 35 5 2.1.1 2.1.1 NUM fcis-3300 35 6 . . PUNCT fcis-3300 35 7 comparison comparison NOUN fcis-3300 35 8 and and CCONJ fcis-3300 35 9 selection selection NOUN fcis-3300 35 10 of of ADP fcis-3300 35 11 prediction prediction NOUN fcis-3300 35 12 models model NOUN fcis-3300 35 13 there there PRON fcis-3300 35 14 are be VERB fcis-3300 35 15 many many ADJ fcis-3300 35 16 predictive predictive ADJ fcis-3300 35 17 models model NOUN fcis-3300 35 18 , , PUNCT fcis-3300 35 19 ranging range VERB fcis-3300 35 20 from from ADP fcis-3300 35 21 traditional traditional ADJ fcis-3300 35 22 single single ADJ fcis-3300 35 23 consumption consumption NOUN fcis-3300 35 24 methods method NOUN fcis-3300 35 25 to to ADP fcis-3300 35 26 more more ADJ fcis-3300 35 27 modern modern ADJ fcis-3300 35 28 techniques technique NOUN fcis-3300 35 29 such such ADJ fcis-3300 35 30 as as ADP fcis-3300 35 31 fuzzy fuzzy ADJ fcis-3300 35 32 mathematics mathematic NOUN fcis-3300 35 33 , , PUNCT fcis-3300 35 34 neural neural ADJ fcis-3300 35 35 networks network NOUN fcis-3300 35 36 , , PUNCT fcis-3300 35 37 preferred preferred ADJ fcis-3300 35 38 combinatorial combinatorial ADJ fcis-3300 35 39 methods method NOUN fcis-3300 35 40 , , PUNCT fcis-3300 35 41 and and CCONJ fcis-3300 35 42 expert expert NOUN fcis-3300 35 43 systems system NOUN fcis-3300 35 44 . . PUNCT fcis-3300 36 1 by by ADP fcis-3300 36 2 comparing compare VERB fcis-3300 36 3 the the DET fcis-3300 36 4 advantages advantage NOUN fcis-3300 36 5 and and CCONJ fcis-3300 36 6 disadvantages disadvantage NOUN fcis-3300 36 7 of of ADP fcis-3300 36 8 forecasting forecasting NOUN fcis-3300 36 9 models model NOUN fcis-3300 36 10 such such ADJ fcis-3300 36 11 as as ADP fcis-3300 36 12 exponential exponential ADJ fcis-3300 36 13 smoothing smoothing NOUN fcis-3300 36 14 method method NOUN fcis-3300 36 15 , , PUNCT fcis-3300 36 16 grey grey PROPN fcis-3300 36 17 forecasting forecasting NOUN fcis-3300 36 18 model model NOUN fcis-3300 36 19 , , PUNCT fcis-3300 36 20 markov markov NOUN fcis-3300 36 21 forecasting forecasting NOUN fcis-3300 36 22 , , PUNCT fcis-3300 36 23 bp bp PROPN fcis-3300 36 24 neural neural ADJ fcis-3300 36 25 network network NOUN fcis-3300 36 26 , , PUNCT fcis-3300 36 27 etc etc X fcis-3300 36 28 . . X fcis-3300 36 29 considering consider VERB fcis-3300 36 30 that that SCONJ fcis-3300 36 31 the the DET fcis-3300 36 32 selection selection NOUN fcis-3300 36 33 of of ADP fcis-3300 36 34 investment investment NOUN fcis-3300 36 35 portfolio portfolio NOUN fcis-3300 36 36 requires require VERB fcis-3300 36 37 long long ADJ fcis-3300 36 38 - - PUNCT fcis-3300 36 39 term term NOUN fcis-3300 36 40 accurate accurate ADJ fcis-3300 36 41 forecasting forecasting NOUN fcis-3300 36 42 , , PUNCT fcis-3300 36 43 and and CCONJ fcis-3300 36 44 its its PRON fcis-3300 36 45 internal internal ADJ fcis-3300 36 46 mechanism mechanism NOUN fcis-3300 36 47 is be AUX fcis-3300 36 48 more more ADV fcis-3300 36 49 complex complex ADJ fcis-3300 36 50 , , PUNCT fcis-3300 36 51 compared compare VERB fcis-3300 36 52 with with ADP fcis-3300 36 53 markov markov NOUN fcis-3300 36 54 prediction prediction NOUN fcis-3300 36 55 and and CCONJ fcis-3300 36 56 grey grey ADJ fcis-3300 36 57 prediction prediction NOUN fcis-3300 36 58 that that PRON fcis-3300 36 59 are be AUX fcis-3300 36 60 not not PART fcis-3300 36 61 suitable suitable ADJ fcis-3300 36 62 for for ADP fcis-3300 36 63 long long ADJ fcis-3300 36 64 - - PUNCT fcis-3300 36 65 term term NOUN fcis-3300 36 66 prediction prediction NOUN fcis-3300 36 67 , , PUNCT fcis-3300 36 68 bp bp PROPN fcis-3300 36 69 neural neural ADJ fcis-3300 36 70 network network NOUN fcis-3300 36 71 is be AUX fcis-3300 36 72 suitable suitable ADJ fcis-3300 36 73 for for ADP fcis-3300 36 74 long long ADJ fcis-3300 36 75 - - PUNCT fcis-3300 36 76 term term NOUN fcis-3300 36 77 prediction prediction NOUN fcis-3300 36 78 , , PUNCT fcis-3300 36 79 and and CCONJ fcis-3300 36 80 compared compare VERB fcis-3300 36 81 with with ADP fcis-3300 36 82 the the DET fcis-3300 36 83 exponential exponential ADJ fcis-3300 36 84 smoothing smoothing NOUN fcis-3300 36 85 method method NOUN fcis-3300 36 86 which which PRON fcis-3300 36 87 is be AUX fcis-3300 36 88 suitable suitable ADJ fcis-3300 36 89 for for ADP fcis-3300 36 90 short short ADJ fcis-3300 36 91 - - PUNCT fcis-3300 36 92 term term NOUN fcis-3300 36 93 prediction prediction NOUN fcis-3300 36 94 and and CCONJ fcis-3300 36 95 has have VERB fcis-3300 36 96 low low ADJ fcis-3300 36 97 accuracy accuracy NOUN fcis-3300 36 98 , , PUNCT fcis-3300 36 99 bp bp PROPN fcis-3300 36 100 neural neural ADJ fcis-3300 36 101 network network NOUN fcis-3300 36 102 has have VERB fcis-3300 36 103 higher high ADJ fcis-3300 36 104 accuracy accuracy NOUN fcis-3300 36 105 . . PUNCT fcis-3300 37 1 therefore therefore ADV fcis-3300 37 2 , , PUNCT fcis-3300 37 3 bp bp PROPN fcis-3300 37 4 neural neural ADJ fcis-3300 37 5 network network NOUN fcis-3300 37 6 is be AUX fcis-3300 37 7 finally finally ADV fcis-3300 37 8 selected select VERB fcis-3300 37 9 for for ADP fcis-3300 37 10 prediction prediction NOUN fcis-3300 37 11 . . PUNCT fcis-3300 38 1 133 133 NUM fcis-3300 38 2 2.1.2 2.1.2 NUM fcis-3300 38 3 . . PUNCT fcis-3300 39 1 build build VERB fcis-3300 39 2 predictive predictive ADJ fcis-3300 39 3 models model NOUN fcis-3300 39 4 the the DET fcis-3300 39 5 bp bp PROPN fcis-3300 39 6 neural neural ADJ fcis-3300 39 7 network network NOUN fcis-3300 39 8 is be AUX fcis-3300 39 9 one one NUM fcis-3300 39 10 of of ADP fcis-3300 39 11 the the DET fcis-3300 39 12 more more ADV fcis-3300 39 13 mature mature ADJ fcis-3300 39 14 neural neural ADJ fcis-3300 39 15 networks network NOUN fcis-3300 39 16 currently currently ADV fcis-3300 39 17 in in ADP fcis-3300 39 18 development development NOUN fcis-3300 39 19 . . PUNCT fcis-3300 40 1 its its PRON fcis-3300 40 2 main main ADJ fcis-3300 40 3 feature feature NOUN fcis-3300 40 4 is be AUX fcis-3300 40 5 that that SCONJ fcis-3300 40 6 by by ADP fcis-3300 40 7 adjusting adjust VERB fcis-3300 40 8 the the DET fcis-3300 40 9 connection connection NOUN fcis-3300 40 10 strength strength NOUN fcis-3300 40 11 between between ADP fcis-3300 40 12 the the DET fcis-3300 40 13 input input NOUN fcis-3300 40 14 node node NOUN fcis-3300 40 15 and and CCONJ fcis-3300 40 16 the the DET fcis-3300 40 17 hidden hide VERB fcis-3300 40 18 layer layer NOUN fcis-3300 40 19 node node NOUN fcis-3300 40 20 , , PUNCT fcis-3300 40 21 the the DET fcis-3300 40 22 connection connection NOUN fcis-3300 40 23 strength strength NOUN fcis-3300 40 24 between between ADP fcis-3300 40 25 the the DET fcis-3300 40 26 hidden hide VERB fcis-3300 40 27 layer layer NOUN fcis-3300 40 28 node node NOUN fcis-3300 40 29 and and CCONJ fcis-3300 40 30 the the DET fcis-3300 40 31 output output NOUN fcis-3300 40 32 node node NOUN fcis-3300 40 33 , , PUNCT fcis-3300 40 34 and and CCONJ fcis-3300 40 35 the the DET fcis-3300 40 36 threshold threshold NOUN fcis-3300 40 37 , , PUNCT fcis-3300 40 38 the the DET fcis-3300 40 39 error error NOUN fcis-3300 40 40 can can AUX fcis-3300 40 41 be be AUX fcis-3300 40 42 adjusted adjust VERB fcis-3300 40 43 along along ADP fcis-3300 40 44 the the DET fcis-3300 40 45 gradient gradient NOUN fcis-3300 40 46 . . PUNCT fcis-3300 41 1 after after ADP fcis-3300 41 2 repeated repeat VERB fcis-3300 41 3 learning learning NOUN fcis-3300 41 4 and and CCONJ fcis-3300 41 5 training training NOUN fcis-3300 41 6 , , PUNCT fcis-3300 41 7 the the DET fcis-3300 41 8 weight weight NOUN fcis-3300 41 9 and and CCONJ fcis-3300 41 10 threshold threshold NOUN fcis-3300 41 11 corresponding correspond VERB fcis-3300 41 12 to to ADP fcis-3300 41 13 the the DET fcis-3300 41 14 minimum minimum NOUN fcis-3300 41 15 error error NOUN fcis-3300 41 16 are be AUX fcis-3300 41 17 determined determine VERB fcis-3300 41 18 , , PUNCT fcis-3300 41 19 and and CCONJ fcis-3300 41 20 the the DET fcis-3300 41 21 training training NOUN fcis-3300 41 22 is be AUX fcis-3300 41 23 stopped stop VERB fcis-3300 41 24 . . PUNCT fcis-3300 42 1 the the DET fcis-3300 42 2 training training NOUN fcis-3300 42 3 steps step NOUN fcis-3300 42 4 are be AUX fcis-3300 42 5 as as SCONJ fcis-3300 42 6 follows follow VERB fcis-3300 42 7 : : PUNCT fcis-3300 43 1 fig fig NOUN fcis-3300 43 2 . . PUNCT fcis-3300 44 1 1 1 NUM fcis-3300 44 2 bp bp PROPN fcis-3300 44 3 neural neural ADJ fcis-3300 44 4 network network NOUN fcis-3300 44 5 training training NOUN fcis-3300 44 6 steps step NOUN fcis-3300 44 7 2.2 2.2 NUM fcis-3300 44 8 . . PUNCT fcis-3300 44 9 determine determine VERB fcis-3300 44 10 the the DET fcis-3300 44 11 evaluation evaluation NOUN fcis-3300 44 12 model model NOUN fcis-3300 44 13 2.2.1 2.2.1 NUM fcis-3300 44 14 . . PUNCT fcis-3300 45 1 selection selection NOUN fcis-3300 45 2 of of ADP fcis-3300 45 3 evaluation evaluation NOUN fcis-3300 45 4 model model NOUN fcis-3300 45 5 there there PRON fcis-3300 45 6 are be VERB fcis-3300 45 7 many many ADJ fcis-3300 45 8 kinds kind NOUN fcis-3300 45 9 of of ADP fcis-3300 45 10 evaluation evaluation NOUN fcis-3300 45 11 models model NOUN fcis-3300 45 12 , , PUNCT fcis-3300 45 13 the the DET fcis-3300 45 14 core core NOUN fcis-3300 45 15 of of ADP fcis-3300 45 16 which which PRON fcis-3300 45 17 is be AUX fcis-3300 45 18 to to PART fcis-3300 45 19 determine determine VERB fcis-3300 45 20 the the DET fcis-3300 45 21 weights weight NOUN fcis-3300 45 22 and and CCONJ fcis-3300 45 23 evaluate evaluate VERB fcis-3300 45 24 and and CCONJ fcis-3300 45 25 score score VERB fcis-3300 45 26 with with ADP fcis-3300 45 27 a a DET fcis-3300 45 28 suitable suitable ADJ fcis-3300 45 29 system system NOUN fcis-3300 45 30 . . PUNCT fcis-3300 46 1 among among ADP fcis-3300 46 2 them they PRON fcis-3300 46 3 , , PUNCT fcis-3300 46 4 the the DET fcis-3300 46 5 determination determination NOUN fcis-3300 46 6 weight weight NOUN fcis-3300 46 7 generally generally ADV fcis-3300 46 8 includes include VERB fcis-3300 46 9 ahp ahp NOUN fcis-3300 46 10 , , PUNCT fcis-3300 46 11 standard standard ADJ fcis-3300 46 12 deviation deviation NOUN fcis-3300 46 13 method method NOUN fcis-3300 46 14 , , PUNCT fcis-3300 46 15 entropy entropy VERB fcis-3300 46 16 weight weight NOUN fcis-3300 46 17 method method NOUN fcis-3300 46 18 , , PUNCT fcis-3300 46 19 critic critic NOUN fcis-3300 46 20 method method NOUN fcis-3300 46 21 and and CCONJ fcis-3300 46 22 so so ADV fcis-3300 46 23 on on ADV fcis-3300 46 24 . . PUNCT fcis-3300 47 1 the the DET fcis-3300 47 2 ahp ahp NOUN fcis-3300 47 3 method method NOUN fcis-3300 47 4 has have VERB fcis-3300 47 5 a a DET fcis-3300 47 6 short short ADJ fcis-3300 47 7 decision decision NOUN fcis-3300 47 8 - - PUNCT fcis-3300 47 9 making make VERB fcis-3300 47 10 time time NOUN fcis-3300 47 11 , , PUNCT fcis-3300 47 12 but but CCONJ fcis-3300 47 13 its its PRON fcis-3300 47 14 subjectivity subjectivity NOUN fcis-3300 47 15 is be AUX fcis-3300 47 16 strong strong ADJ fcis-3300 47 17 ; ; PUNCT fcis-3300 47 18 the the DET fcis-3300 47 19 standard standard ADJ fcis-3300 47 20 deviation deviation NOUN fcis-3300 47 21 method method NOUN fcis-3300 47 22 will will AUX fcis-3300 47 23 reduce reduce VERB fcis-3300 47 24 the the DET fcis-3300 47 25 accuracy accuracy NOUN fcis-3300 47 26 when when SCONJ fcis-3300 47 27 the the DET fcis-3300 47 28 amount amount NOUN fcis-3300 47 29 of of ADP fcis-3300 47 30 data datum NOUN fcis-3300 47 31 is be AUX fcis-3300 47 32 large large ADJ fcis-3300 47 33 ; ; PUNCT fcis-3300 47 34 the the DET fcis-3300 47 35 entropy entropy NOUN fcis-3300 47 36 weight weight NOUN fcis-3300 47 37 method method NOUN fcis-3300 47 38 has have VERB fcis-3300 47 39 high high ADJ fcis-3300 47 40 accuracy accuracy NOUN fcis-3300 47 41 and and CCONJ fcis-3300 47 42 strong strong ADJ fcis-3300 47 43 objectivity objectivity NOUN fcis-3300 47 44 , , PUNCT fcis-3300 47 45 but but CCONJ fcis-3300 47 46 it it PRON fcis-3300 47 47 ignores ignore VERB fcis-3300 47 48 the the DET fcis-3300 47 49 importance importance NOUN fcis-3300 47 50 of of ADP fcis-3300 47 51 the the DET fcis-3300 47 52 indicators indicator NOUN fcis-3300 47 53 themselves themselves PRON fcis-3300 47 54 ; ; PUNCT fcis-3300 47 55 the the DET fcis-3300 47 56 critic critic NOUN fcis-3300 47 57 method method NOUN fcis-3300 47 58 is be AUX fcis-3300 47 59 more more ADV fcis-3300 47 60 objective objective ADJ fcis-3300 47 61 than than ADP fcis-3300 47 62 the the DET fcis-3300 47 63 ahp ahp NOUN fcis-3300 47 64 method method NOUN fcis-3300 47 65 , , PUNCT fcis-3300 47 66 and and CCONJ fcis-3300 47 67 is be AUX fcis-3300 47 68 a a DET fcis-3300 47 69 better well ADJ fcis-3300 47 70 objective objective ADJ fcis-3300 47 71 weighting weighting NOUN fcis-3300 47 72 method method NOUN fcis-3300 47 73 than than ADP fcis-3300 47 74 the the DET fcis-3300 47 75 entropy entropy NOUN fcis-3300 47 76 weight weight NOUN fcis-3300 47 77 method method NOUN fcis-3300 47 78 and and CCONJ fcis-3300 47 79 the the DET fcis-3300 47 80 standard standard ADJ fcis-3300 47 81 deviation deviation NOUN fcis-3300 47 82 method method NOUN fcis-3300 47 83 . . PUNCT fcis-3300 48 1 considering consider VERB fcis-3300 48 2 that that SCONJ fcis-3300 48 3 the the DET fcis-3300 48 4 evaluation evaluation NOUN fcis-3300 48 5 model model NOUN fcis-3300 48 6 of of ADP fcis-3300 48 7 securities security NOUN fcis-3300 48 8 needs need VERB fcis-3300 48 9 to to PART fcis-3300 48 10 be be AUX fcis-3300 48 11 objective objective ADJ fcis-3300 48 12 , , PUNCT fcis-3300 48 13 and and CCONJ fcis-3300 48 14 the the DET fcis-3300 48 15 evaluation evaluation NOUN fcis-3300 48 16 indicators indicator NOUN fcis-3300 48 17 are be AUX fcis-3300 48 18 related relate VERB fcis-3300 48 19 to to ADP fcis-3300 48 20 each each DET fcis-3300 48 21 other other ADJ fcis-3300 48 22 , , PUNCT fcis-3300 48 23 the the DET fcis-3300 48 24 critic critic NOUN fcis-3300 48 25 method method NOUN fcis-3300 48 26 is be AUX fcis-3300 48 27 used use VERB fcis-3300 48 28 for for ADP fcis-3300 48 29 evaluation evaluation NOUN fcis-3300 48 30 . . PUNCT fcis-3300 49 1 2.2.2 2.2.2 X fcis-3300 49 2 . . PUNCT fcis-3300 49 3 analysis analysis NOUN fcis-3300 49 4 of of ADP fcis-3300 49 5 critic critic ADJ fcis-3300 49 6 principle principle NOUN fcis-3300 49 7 the the DET fcis-3300 49 8 critic critic NOUN fcis-3300 49 9 method method NOUN fcis-3300 49 10 is be AUX fcis-3300 49 11 an an DET fcis-3300 49 12 objective objective ADJ fcis-3300 49 13 weighting weighting NOUN fcis-3300 49 14 method method NOUN fcis-3300 49 15 of of ADP fcis-3300 49 16 evaluation evaluation NOUN fcis-3300 49 17 indicators indicator NOUN fcis-3300 49 18 proposed propose VERB fcis-3300 49 19 by by ADP fcis-3300 49 20 diakoulaki diakoulaki PROPN fcis-3300 49 21 . . PUNCT fcis-3300 50 1 the the DET fcis-3300 50 2 method method NOUN fcis-3300 50 3 revolves revolve VERB fcis-3300 50 4 around around ADP fcis-3300 50 5 two two NUM fcis-3300 50 6 aspects aspect NOUN fcis-3300 50 7 when when SCONJ fcis-3300 50 8 calculating calculate VERB fcis-3300 50 9 the the DET fcis-3300 50 10 weight weight NOUN fcis-3300 50 11 of of ADP fcis-3300 50 12 the the DET fcis-3300 50 13 indicators indicator NOUN fcis-3300 50 14 : : PUNCT fcis-3300 50 15 contrast contrast NOUN fcis-3300 50 16 and and CCONJ fcis-3300 50 17 contradiction contradiction NOUN fcis-3300 50 18 . . PUNCT fcis-3300 51 1 the the DET fcis-3300 51 2 contrast contrast NOUN fcis-3300 51 3 represents represent VERB fcis-3300 51 4 the the DET fcis-3300 51 5 size size NOUN fcis-3300 51 6 of of ADP fcis-3300 51 7 the the DET fcis-3300 51 8 value value NOUN fcis-3300 51 9 gap gap NOUN fcis-3300 51 10 between between ADP fcis-3300 51 11 the the DET fcis-3300 51 12 evaluation evaluation NOUN fcis-3300 51 13 schemes scheme NOUN fcis-3300 51 14 of of ADP fcis-3300 51 15 the the DET fcis-3300 51 16 same same ADJ fcis-3300 51 17 index index NOUN fcis-3300 51 18 , , PUNCT fcis-3300 51 19 which which PRON fcis-3300 51 20 is be AUX fcis-3300 51 21 expressed express VERB fcis-3300 51 22 in in ADP fcis-3300 51 23 the the DET fcis-3300 51 24 form form NOUN fcis-3300 51 25 of of ADP fcis-3300 51 26 standard standard ADJ fcis-3300 51 27 deviation deviation NOUN fcis-3300 51 28 . . PUNCT fcis-3300 52 1 the the PRON fcis-3300 52 2 greater great ADJ fcis-3300 52 3 the the DET fcis-3300 52 4 standard standard ADJ fcis-3300 52 5 deviation deviation NOUN fcis-3300 52 6 , , PUNCT fcis-3300 52 7 the the PRON fcis-3300 52 8 greater great ADJ fcis-3300 52 9 the the DET fcis-3300 52 10 difference difference NOUN fcis-3300 52 11 between between ADP fcis-3300 52 12 the the DET fcis-3300 52 13 values value NOUN fcis-3300 52 14 of of ADP fcis-3300 52 15 each each DET fcis-3300 52 16 scheme scheme NOUN fcis-3300 52 17 . . PUNCT fcis-3300 53 1 the the DET fcis-3300 53 2 contradiction contradiction NOUN fcis-3300 53 3 is be AUX fcis-3300 53 4 based base VERB fcis-3300 53 5 on on ADP fcis-3300 53 6 the the DET fcis-3300 53 7 correlation correlation NOUN fcis-3300 53 8 between between ADP fcis-3300 53 9 the the DET fcis-3300 53 10 indicators indicator NOUN fcis-3300 53 11 , , PUNCT fcis-3300 53 12 such such ADJ fcis-3300 53 13 as as ADP fcis-3300 53 14 a a DET fcis-3300 53 15 strong strong ADJ fcis-3300 53 16 positive positive ADJ fcis-3300 53 17 correlation correlation NOUN fcis-3300 53 18 between between ADP fcis-3300 53 19 the the DET fcis-3300 53 20 two two NUM fcis-3300 53 21 indicators indicator NOUN fcis-3300 53 22 , , PUNCT fcis-3300 53 23 indicating indicate VERB fcis-3300 53 24 that that SCONJ fcis-3300 53 25 the the DET fcis-3300 53 26 two two NUM fcis-3300 53 27 indicators indicator NOUN fcis-3300 53 28 have have VERB fcis-3300 53 29 low low ADJ fcis-3300 53 30 conflict conflict NOUN fcis-3300 53 31 . . PUNCT fcis-3300 54 1 supposing suppose VERB fcis-3300 54 2 that that SCONJ fcis-3300 54 3 there there PRON fcis-3300 54 4 are be VERB fcis-3300 54 5 π‘š π‘š NOUN fcis-3300 54 6 objects object NOUN fcis-3300 54 7 to to PART fcis-3300 54 8 be be AUX fcis-3300 54 9 evaluated evaluate VERB fcis-3300 54 10 and and CCONJ fcis-3300 54 11 𝑛 𝑛 DET fcis-3300 54 12 evaluation evaluation NOUN fcis-3300 54 13 index index NOUN fcis-3300 54 14 . . PUNCT fcis-3300 55 1 the the DET fcis-3300 55 2 steps step NOUN fcis-3300 55 3 of of ADP fcis-3300 55 4 the the DET fcis-3300 55 5 critic critic NOUN fcis-3300 55 6 method method NOUN fcis-3300 55 7 are be AUX fcis-3300 55 8 as as SCONJ fcis-3300 55 9 follows follow VERB fcis-3300 55 10 : : PUNCT fcis-3300 55 11 step1 step1 NOUN fcis-3300 55 12 : : PUNCT fcis-3300 55 13 screen screen NOUN fcis-3300 55 14 positive positive ADJ fcis-3300 55 15 and and CCONJ fcis-3300 55 16 negative negative ADJ fcis-3300 55 17 indicators indicator NOUN fcis-3300 55 18 . . PUNCT fcis-3300 56 1 the the PRON fcis-3300 56 2 larger large ADJ fcis-3300 56 3 the the DET fcis-3300 56 4 positive positive ADJ fcis-3300 56 5 indicators indicator NOUN fcis-3300 56 6 are be AUX fcis-3300 56 7 , , PUNCT fcis-3300 56 8 the the PRON fcis-3300 56 9 more more ADV fcis-3300 56 10 favorable favorable ADJ fcis-3300 56 11 they they PRON fcis-3300 56 12 are be AUX fcis-3300 56 13 , , PUNCT fcis-3300 56 14 and and CCONJ fcis-3300 56 15 the the DET fcis-3300 56 16 negative negative ADJ fcis-3300 56 17 indicators indicator NOUN fcis-3300 56 18 are be AUX fcis-3300 56 19 the the DET fcis-3300 56 20 opposite opposite NOUN fcis-3300 56 21 . . PUNCT fcis-3300 57 1 the the DET fcis-3300 57 2 positive positive ADJ fcis-3300 57 3 and and CCONJ fcis-3300 57 4 negative negative ADJ fcis-3300 57 5 indicators indicator NOUN fcis-3300 57 6 are be AUX fcis-3300 57 7 standardized standardize VERB fcis-3300 57 8 using use VERB fcis-3300 57 9 different different ADJ fcis-3300 57 10 rules rule NOUN fcis-3300 57 11 respectively respectively ADV fcis-3300 57 12 . . PUNCT fcis-3300 58 1 let let VERB fcis-3300 58 2 the the DET fcis-3300 58 3 standardized standardized ADJ fcis-3300 58 4 elements element NOUN fcis-3300 58 5 be be AUX fcis-3300 58 6 π‘₯𝑖𝑗 π‘₯𝑖𝑗 ADJ fcis-3300 58 7 , , PUNCT fcis-3300 58 8 then then ADV fcis-3300 58 9 π‘₯𝑖𝑗 π‘₯𝑖𝑗 PROPN fcis-3300 58 10 = = PUNCT fcis-3300 58 11 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘₯𝑖𝑗 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘₯𝑖𝑗 ADJ fcis-3300 58 12 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 NUM fcis-3300 58 13 ) ) PUNCT fcis-3300 58 14 , , PUNCT fcis-3300 58 15 π‘₯𝑖𝑗 π‘₯𝑖𝑗 PROPN fcis-3300 58 16 is be AUX fcis-3300 58 17 a a DET fcis-3300 58 18 positive positive ADJ fcis-3300 58 19 indicator indicator NOUN fcis-3300 58 20 π‘₯𝑖𝑗 π‘₯𝑖𝑗 PROPN fcis-3300 58 21 = = SYM fcis-3300 58 22 π‘₯π‘–π‘—βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 π‘₯π‘–π‘—βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 NUM fcis-3300 58 23 ) ) PUNCT fcis-3300 58 24 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 π‘šπ‘Žπ‘₯(π‘₯𝑖𝑗)βˆ’π‘šπ‘–π‘›(π‘₯𝑖𝑗 NUM fcis-3300 58 25 ) ) PUNCT fcis-3300 58 26 , , PUNCT fcis-3300 58 27 π‘₯𝑖𝑗 π‘₯𝑖𝑗 PROPN fcis-3300 58 28 is be AUX fcis-3300 58 29 a a DET fcis-3300 58 30 negative negative ADJ fcis-3300 58 31 indicator indicator NOUN fcis-3300 58 32 step2 step2 PROPN fcis-3300 58 33 : : PUNCT fcis-3300 58 34 use use VERB fcis-3300 58 35 the the DET fcis-3300 58 36 standard standard ADJ fcis-3300 58 37 deviation deviation NOUN fcis-3300 58 38 to to PART fcis-3300 58 39 express express VERB fcis-3300 58 40 the the DET fcis-3300 58 41 contrast contrast NOUN fcis-3300 58 42 of of ADP fcis-3300 58 43 indicator indicator NOUN fcis-3300 58 44 𝑗 𝑗 NOUN fcis-3300 58 45 : : PUNCT fcis-3300 58 46 σ𝑗 σ𝑗 ADV fcis-3300 58 47 = = PUNCT fcis-3300 58 48 √ √ ADJ fcis-3300 58 49 βˆ‘ βˆ‘ INTJ fcis-3300 58 50 ( ( PUNCT fcis-3300 58 51 xij xij PROPN fcis-3300 58 52 βˆ’ βˆ’ PROPN fcis-3300 58 53 xj xj PROPN fcis-3300 58 54 ) ) PUNCT fcis-3300 58 55 m m VERB fcis-3300 58 56 i=1 i=1 PROPN fcis-3300 58 57 m m VERB fcis-3300 58 58 βˆ’ βˆ’ NUM fcis-3300 58 59 1 1 NUM fcis-3300 58 60 step step NOUN fcis-3300 58 61 3 3 NUM fcis-3300 58 62 calculate calculate VERB fcis-3300 58 63 the the DET fcis-3300 58 64 contradiction contradiction NOUN fcis-3300 58 65 : : PUNCT fcis-3300 58 66 the the DET fcis-3300 58 67 contradiction contradiction NOUN fcis-3300 58 68 reflects reflect VERB fcis-3300 58 69 the the DET fcis-3300 58 70 degree degree NOUN fcis-3300 58 71 of of ADP fcis-3300 58 72 correlation correlation NOUN fcis-3300 58 73 between between ADP fcis-3300 58 74 different different ADJ fcis-3300 58 75 indicators indicator NOUN fcis-3300 58 76 . . PUNCT fcis-3300 59 1 if if SCONJ fcis-3300 59 2 there there PRON fcis-3300 59 3 is be VERB fcis-3300 59 4 a a DET fcis-3300 59 5 significant significant ADJ fcis-3300 59 6 positive positive ADJ fcis-3300 59 7 correlation correlation NOUN fcis-3300 59 8 , , PUNCT fcis-3300 59 9 the the PRON fcis-3300 59 10 smaller small ADJ fcis-3300 59 11 the the DET fcis-3300 59 12 contradiction contradiction NOUN fcis-3300 59 13 is be AUX fcis-3300 59 14 , , PUNCT fcis-3300 59 15 and and CCONJ fcis-3300 59 16 vice vice ADV fcis-3300 59 17 versa versa ADV fcis-3300 59 18 . . PUNCT fcis-3300 60 1 let let VERB fcis-3300 60 2 the the DET fcis-3300 60 3 magnitude magnitude NOUN fcis-3300 60 4 of of ADP fcis-3300 60 5 the the DET fcis-3300 60 6 contradiction contradiction NOUN fcis-3300 60 7 between between ADP fcis-3300 60 8 the the DET fcis-3300 60 9 indicator indicator NOUN fcis-3300 60 10 𝑗 𝑗 NOUN fcis-3300 60 11 and and CCONJ fcis-3300 60 12 the the DET fcis-3300 60 13 rest rest NOUN fcis-3300 60 14 of of ADP fcis-3300 60 15 the the DET fcis-3300 60 16 indicator indicator NOUN fcis-3300 60 17 be be AUX fcis-3300 60 18 𝑓𝑗 𝑓𝑗 ADJ fcis-3300 60 19 : : PUNCT fcis-3300 61 1 𝑓𝑗 𝑓𝑗 ADJ fcis-3300 61 2 = = SYM fcis-3300 61 3 βˆ‘(1 βˆ‘(1 ADJ fcis-3300 61 4 βˆ’ βˆ’ NOUN fcis-3300 61 5 π‘Ÿπ‘–π‘— π‘Ÿπ‘–π‘— PROPN fcis-3300 61 6 ) ) PUNCT fcis-3300 61 7 π‘š π‘š ADP fcis-3300 61 8 𝑖=1 𝑖=1 PROPN fcis-3300 61 9 among among ADP fcis-3300 61 10 them they PRON fcis-3300 61 11 , , PUNCT fcis-3300 61 12 π‘Ÿπ‘–π‘— π‘Ÿπ‘–π‘— PROPN fcis-3300 61 13 represents represent VERB fcis-3300 61 14 the the DET fcis-3300 61 15 correlation correlation NOUN fcis-3300 61 16 coefficient coefficient NOUN fcis-3300 61 17 between between ADP fcis-3300 61 18 indicator indicator PROPN fcis-3300 61 19 𝑖 𝑖 PROPN fcis-3300 61 20 and and CCONJ fcis-3300 61 21 indicator indicator NOUN fcis-3300 61 22 𝑗 𝑗 INTJ fcis-3300 61 23 , , PUNCT fcis-3300 61 24 and and CCONJ fcis-3300 61 25 it it PRON fcis-3300 61 26 is be AUX fcis-3300 61 27 necessary necessary ADJ fcis-3300 61 28 to to PART fcis-3300 61 29 consider consider VERB fcis-3300 61 30 the the DET fcis-3300 61 31 type type NOUN fcis-3300 61 32 of of ADP fcis-3300 61 33 indicators indicator NOUN fcis-3300 61 34 and and CCONJ fcis-3300 61 35 select select VERB fcis-3300 61 36 an an DET fcis-3300 61 37 appropriate appropriate ADJ fcis-3300 61 38 correlation correlation NOUN fcis-3300 61 39 coefficient coefficient NOUN fcis-3300 61 40 . . PUNCT fcis-3300 62 1 step step NOUN fcis-3300 62 2 4 4 NUM fcis-3300 62 3 calculate calculate VERB fcis-3300 62 4 the the DET fcis-3300 62 5 information information NOUN fcis-3300 62 6 carrying carry VERB fcis-3300 62 7 capacity capacity NOUN fcis-3300 62 8 𝐢𝑗 𝐢𝑗 NOUN fcis-3300 62 9 : : PUNCT fcis-3300 62 10 𝐢𝑗 𝐢𝑗 PROPN fcis-3300 62 11 = = PUNCT fcis-3300 62 12 σ𝑗𝑓𝑗 σ𝑗𝑓𝑗 NOUN fcis-3300 62 13 step step NOUN fcis-3300 62 14 5 5 NUM fcis-3300 62 15 calculate calculate NOUN fcis-3300 62 16 weights weight NOUN fcis-3300 62 17 and and CCONJ fcis-3300 62 18 scores score NOUN fcis-3300 62 19 : : PUNCT fcis-3300 62 20 let let VERB fcis-3300 62 21 the the DET fcis-3300 62 22 weight weight NOUN fcis-3300 62 23 of of ADP fcis-3300 62 24 the the DET fcis-3300 62 25 indicator indicator NOUN fcis-3300 62 26 𝑗 𝑗 INTJ fcis-3300 62 27 be be AUX fcis-3300 62 28 𝑀𝑗 𝑀𝑗 ADV fcis-3300 62 29 , , PUNCT fcis-3300 62 30 calculate calculate VERB fcis-3300 62 31 the the DET fcis-3300 62 32 weight weight NOUN fcis-3300 62 33 : : PUNCT fcis-3300 62 34 𝑀𝑗 𝑀𝑗 PROPN fcis-3300 62 35 = = PUNCT fcis-3300 62 36 cj cj PROPN fcis-3300 62 37 βˆ‘ βˆ‘ PUNCT fcis-3300 62 38 cj cj PROPN fcis-3300 62 39 n n ADV fcis-3300 62 40 j=1 j=1 NOUN fcis-3300 62 41 the the DET fcis-3300 62 42 weight weight NOUN fcis-3300 62 43 has have VERB fcis-3300 62 44 a a DET fcis-3300 62 45 positive positive ADJ fcis-3300 62 46 correlation correlation NOUN fcis-3300 62 47 with with ADP fcis-3300 62 48 the the DET fcis-3300 62 49 information information NOUN fcis-3300 62 50 carrying carry VERB fcis-3300 62 51 capacity capacity NOUN fcis-3300 62 52 , , PUNCT fcis-3300 62 53 that that ADV fcis-3300 62 54 is is ADV fcis-3300 62 55 , , PUNCT fcis-3300 62 56 the the PRON fcis-3300 62 57 greater great ADJ fcis-3300 62 58 the the DET fcis-3300 62 59 information information NOUN fcis-3300 62 60 carrying carry VERB fcis-3300 62 61 capacity capacity NOUN fcis-3300 62 62 is be AUX fcis-3300 62 63 , , PUNCT fcis-3300 62 64 the the PRON fcis-3300 62 65 greater great ADJ fcis-3300 62 66 the the DET fcis-3300 62 67 weight weight NOUN fcis-3300 62 68 is be AUX fcis-3300 62 69 . . PUNCT fcis-3300 63 1 let let VERB fcis-3300 63 2 the the DET fcis-3300 63 3 score score NOUN fcis-3300 63 4 of of ADP fcis-3300 63 5 the the DET fcis-3300 63 6 indicator indicator NOUN fcis-3300 63 7 𝑖 𝑖 PART fcis-3300 63 8 be be AUX fcis-3300 63 9 𝑆𝑖 𝑆𝑖 PROPN fcis-3300 63 10 , , PUNCT fcis-3300 63 11 calculate calculate VERB fcis-3300 63 12 the the DET fcis-3300 63 13 score score NOUN fcis-3300 63 14 : : PUNCT fcis-3300 63 15 𝑆𝑖 𝑆𝑖 PROPN fcis-3300 63 16 = = PUNCT fcis-3300 63 17 βˆ‘ βˆ‘ PROPN fcis-3300 63 18 𝑀𝑗 𝑀𝑗 ADP fcis-3300 63 19 𝑛 𝑛 PRON fcis-3300 63 20 𝑗=1 𝑗=1 PROPN fcis-3300 63 21 π‘₯𝑖𝑗 π‘₯𝑖𝑗 PROPN fcis-3300 63 22 2.3 2.3 NUM fcis-3300 63 23 . . PUNCT fcis-3300 64 1 build build VERB fcis-3300 64 2 investment investment NOUN fcis-3300 64 3 strategy strategy NOUN fcis-3300 64 4 formulation formulation NOUN fcis-3300 64 5 models model NOUN fcis-3300 64 6 2.3.1 2.3.1 NUM fcis-3300 64 7 . . PUNCT fcis-3300 65 1 symbol symbol NOUN fcis-3300 65 2 description description NOUN fcis-3300 65 3 table table NOUN fcis-3300 65 4 1 1 NUM fcis-3300 65 5 . . PUNCT fcis-3300 66 1 multi multi ADJ fcis-3300 66 2 - - ADJ fcis-3300 66 3 objective objective ADJ fcis-3300 66 4 programming programming NOUN fcis-3300 66 5 notation notation NOUN fcis-3300 66 6 description description NOUN fcis-3300 66 7 symbol symbol NOUN fcis-3300 66 8 symbol symbol NOUN fcis-3300 66 9 description description NOUN fcis-3300 66 10 symbol symbol NOUN fcis-3300 66 11 symbol symbol NOUN fcis-3300 66 12 description description NOUN fcis-3300 66 13 𝑖 𝑖 NOUN fcis-3300 66 14 number number NOUN fcis-3300 66 15 of of ADP fcis-3300 66 16 securities security NOUN fcis-3300 66 17 ( ( PUNCT fcis-3300 66 18 1 1 NUM fcis-3300 66 19 ≀ ≀ NUM fcis-3300 66 20 i i PRON fcis-3300 66 21 ≀ ≀ NUM fcis-3300 66 22 𝑛 𝑛 NOUN fcis-3300 66 23 ) ) PUNCT fcis-3300 66 24 𝑃1 𝑃1 NOUN fcis-3300 66 25 funds fund NOUN fcis-3300 66 26 invested invest VERB fcis-3300 66 27 in in ADP fcis-3300 66 28 securities security NOUN fcis-3300 66 29 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 66 30 0 0 NUM fcis-3300 66 31 - - SYM fcis-3300 66 32 1 1 NUM fcis-3300 66 33 decision decision NOUN fcis-3300 66 34 variable variable NOUN fcis-3300 66 35 , , PUNCT fcis-3300 66 36 0 0 NUM fcis-3300 66 37 means mean VERB fcis-3300 66 38 do do AUX fcis-3300 66 39 not not PART fcis-3300 66 40 invest invest VERB fcis-3300 66 41 in in ADP fcis-3300 66 42 the the DET fcis-3300 66 43 security security NOUN fcis-3300 66 44 𝑖 𝑖 SYM fcis-3300 66 45 , , PUNCT fcis-3300 66 46 1 1 NUM fcis-3300 66 47 means mean VERB fcis-3300 66 48 invest invest VERB fcis-3300 66 49 in in ADP fcis-3300 66 50 the the DET fcis-3300 66 51 first first ADJ fcis-3300 66 52 𝑖security 𝑖security NOUN fcis-3300 66 53 𝑃2 𝑃2 PROPN fcis-3300 66 54 stable stable ADJ fcis-3300 66 55 investment investment NOUN fcis-3300 66 56 𝑧𝑖 𝑧𝑖 INTJ fcis-3300 66 57 composite composite ADJ fcis-3300 66 58 indicator indicator NOUN fcis-3300 66 59 for for ADP fcis-3300 66 60 each each DET fcis-3300 66 61 security security NOUN fcis-3300 66 62 𝑋𝑖 𝑋𝑖 ADP fcis-3300 66 63 the the DET fcis-3300 66 64 biggest big ADJ fcis-3300 66 65 gain gain NOUN fcis-3300 66 66 possible possible ADJ fcis-3300 66 67 in in ADP fcis-3300 66 68 the the DET fcis-3300 66 69 coming come VERB fcis-3300 66 70 week week NOUN fcis-3300 66 71 π‘₯𝑖 π‘₯𝑖 NUM fcis-3300 66 72 amount amount NOUN fcis-3300 66 73 invested invest VERB fcis-3300 66 74 in in ADP fcis-3300 66 75 each each DET fcis-3300 66 76 security security NOUN fcis-3300 66 77 𝑆 𝑆 PROPN fcis-3300 66 78 total total ADJ fcis-3300 66 79 revenue revenue NOUN fcis-3300 66 80 𝑃 𝑃 NOUN fcis-3300 66 81 total total NOUN fcis-3300 66 82 investment investment NOUN fcis-3300 66 83 amount amount NOUN fcis-3300 66 84 β„Ž β„Ž PROPN fcis-3300 66 85 monthly monthly ADJ fcis-3300 66 86 return return NOUN fcis-3300 66 87 on on ADP fcis-3300 66 88 investment investment NOUN fcis-3300 66 89 π‘Ž π‘Ž DET fcis-3300 66 90 risk risk NOUN fcis-3300 66 91 - - PUNCT fcis-3300 66 92 free free ADJ fcis-3300 66 93 annualized annualize VERB fcis-3300 66 94 rate rate NOUN fcis-3300 66 95 of of ADP fcis-3300 66 96 return return NOUN fcis-3300 66 97 𝑏 𝑏 DET fcis-3300 66 98 number number NOUN fcis-3300 66 99 of of ADP fcis-3300 66 100 securities security NOUN fcis-3300 66 101 selected select VERB fcis-3300 66 102 𝑀 𝑀 ADP fcis-3300 66 103 positions position NOUN fcis-3300 66 104 per per ADP fcis-3300 66 105 security security NOUN fcis-3300 66 106 𝑑 𝑑 PRON fcis-3300 66 107 monthly monthly ADJ fcis-3300 66 108 rate rate NOUN fcis-3300 66 109 of of ADP fcis-3300 66 110 return return NOUN fcis-3300 66 111 134 134 NUM fcis-3300 66 112 2.3.2 2.3.2 NUM fcis-3300 66 113 . . PUNCT fcis-3300 67 1 objective objective ADJ fcis-3300 67 2 function function VERB fcis-3300 67 3 the the DET fcis-3300 67 4 formulation formulation NOUN fcis-3300 67 5 of of ADP fcis-3300 67 6 investment investment NOUN fcis-3300 67 7 strategy strategy NOUN fcis-3300 67 8 is be AUX fcis-3300 67 9 actually actually ADV fcis-3300 67 10 a a DET fcis-3300 67 11 multiobj multiobj ADJ fcis-3300 67 12 linear linear PROPN fcis-3300 67 13 programming programming NOUN fcis-3300 67 14 problem problem NOUN fcis-3300 67 15 , , PUNCT fcis-3300 67 16 which which PRON fcis-3300 67 17 should should AUX fcis-3300 67 18 satisfy satisfy VERB fcis-3300 67 19 the the DET fcis-3300 67 20 two two NUM fcis-3300 67 21 objectives objective NOUN fcis-3300 67 22 of of ADP fcis-3300 67 23 maximizing maximize VERB fcis-3300 67 24 returns return NOUN fcis-3300 67 25 and and CCONJ fcis-3300 67 26 maximizing maximize VERB fcis-3300 67 27 the the DET fcis-3300 67 28 comprehensive comprehensive ADJ fcis-3300 67 29 evaluation evaluation NOUN fcis-3300 67 30 score score NOUN fcis-3300 67 31 of of ADP fcis-3300 67 32 securities security NOUN fcis-3300 67 33 investment investment NOUN fcis-3300 67 34 portfolio portfolio NOUN fcis-3300 67 35 at at ADP fcis-3300 67 36 the the DET fcis-3300 67 37 same same ADJ fcis-3300 67 38 time time NOUN fcis-3300 67 39 . . PUNCT fcis-3300 68 1 first first ADV fcis-3300 68 2 consider consider VERB fcis-3300 68 3 the the DET fcis-3300 68 4 goal goal NOUN fcis-3300 68 5 of of ADP fcis-3300 68 6 maximizing maximize VERB fcis-3300 68 7 the the DET fcis-3300 68 8 comprehensive comprehensive ADJ fcis-3300 68 9 evaluation evaluation NOUN fcis-3300 68 10 score score NOUN fcis-3300 68 11 of of ADP fcis-3300 68 12 the the DET fcis-3300 68 13 securities security NOUN fcis-3300 68 14 portfolio portfolio NOUN fcis-3300 68 15 . . PUNCT fcis-3300 69 1 for for ADP fcis-3300 69 2 this this DET fcis-3300 69 3 purpose purpose NOUN fcis-3300 69 4 , , PUNCT fcis-3300 69 5 set set VERB fcis-3300 69 6 the the DET fcis-3300 69 7 comprehensive comprehensive ADJ fcis-3300 69 8 index index NOUN fcis-3300 69 9 of of ADP fcis-3300 69 10 each each DET fcis-3300 69 11 security security NOUN fcis-3300 69 12 𝑧𝑖(1 𝑧𝑖(1 PROPN fcis-3300 69 13 ≀ ≀ NOUN fcis-3300 69 14 𝑖 𝑖 SYM fcis-3300 69 15 ≀ ≀ NUM fcis-3300 69 16 𝑛 𝑛 NOUN fcis-3300 69 17 ) ) PUNCT fcis-3300 69 18 and and CCONJ fcis-3300 69 19 a a DET fcis-3300 69 20 decision decision NOUN fcis-3300 69 21 coefficient coefficient NOUN fcis-3300 69 22 𝐢𝑖(1 𝐢𝑖(1 ADJ fcis-3300 69 23 ≀ ≀ NUM fcis-3300 69 24 𝑖 𝑖 SYM fcis-3300 69 25 ≀ ≀ NUM fcis-3300 69 26 𝑛 𝑛 NOUN fcis-3300 69 27 ) ) PUNCT fcis-3300 69 28 . . PUNCT fcis-3300 70 1 assuming assume VERB fcis-3300 70 2 that that SCONJ fcis-3300 70 3 the the DET fcis-3300 70 4 maximization maximization NOUN fcis-3300 70 5 of of ADP fcis-3300 70 6 the the DET fcis-3300 70 7 comprehensive comprehensive ADJ fcis-3300 70 8 evaluation evaluation NOUN fcis-3300 70 9 score score NOUN fcis-3300 70 10 of of ADP fcis-3300 70 11 the the DET fcis-3300 70 12 portfolio portfolio NOUN fcis-3300 70 13 is be AUX fcis-3300 70 14 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ ADJ fcis-3300 70 15 𝑧 𝑧 ADJ fcis-3300 70 16 , , PUNCT fcis-3300 70 17 the the DET fcis-3300 70 18 first first ADJ fcis-3300 70 19 objective objective ADJ fcis-3300 70 20 function function NOUN fcis-3300 70 21 can can AUX fcis-3300 70 22 be be AUX fcis-3300 70 23 determined determine VERB fcis-3300 70 24 : : PUNCT fcis-3300 70 25 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ PRON fcis-3300 70 26 𝑧 𝑧 NOUN fcis-3300 70 27 = = PUNCT fcis-3300 70 28 βˆ‘ βˆ‘ PUNCT fcis-3300 70 29 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 70 30 𝑛 𝑛 PRON fcis-3300 70 31 𝑖=1 𝑖=1 PUNCT fcis-3300 71 1 𝑧𝑖(1 𝑧𝑖(1 PUNCT fcis-3300 71 2 ≀ ≀ NOUN fcis-3300 71 3 𝑖 𝑖 SYM fcis-3300 71 4 ≀ ≀ NUM fcis-3300 71 5 𝑛 𝑛 NOUN fcis-3300 71 6 ) ) PUNCT fcis-3300 71 7 next next ADV fcis-3300 71 8 is be AUX fcis-3300 71 9 the the DET fcis-3300 71 10 goal goal NOUN fcis-3300 71 11 of of ADP fcis-3300 71 12 maximizing maximize VERB fcis-3300 71 13 revenue revenue NOUN fcis-3300 71 14 . . PUNCT fcis-3300 72 1 first first ADV fcis-3300 72 2 , , PUNCT fcis-3300 72 3 set set VERB fcis-3300 72 4 the the DET fcis-3300 72 5 investment investment NOUN fcis-3300 72 6 amount amount NOUN fcis-3300 72 7 of of ADP fcis-3300 72 8 each each DET fcis-3300 72 9 security security NOUN fcis-3300 72 10 as as ADP fcis-3300 72 11 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 72 12 , , PUNCT fcis-3300 72 13 the the DET fcis-3300 72 14 initial initial ADJ fcis-3300 72 15 total total ADJ fcis-3300 72 16 investment investment NOUN fcis-3300 72 17 amount amount NOUN fcis-3300 72 18 as as ADP fcis-3300 72 19 𝑃 𝑃 NOUN fcis-3300 72 20 , , PUNCT fcis-3300 72 21 this this DET fcis-3300 72 22 p p NOUN fcis-3300 72 23 value value NOUN fcis-3300 72 24 is be AUX fcis-3300 72 25 updated update VERB fcis-3300 72 26 as as SCONJ fcis-3300 72 27 the the DET fcis-3300 72 28 investment investment NOUN fcis-3300 72 29 progresses progress VERB fcis-3300 72 30 . . PUNCT fcis-3300 73 1 set set VERB fcis-3300 73 2 the the DET fcis-3300 73 3 amount amount NOUN fcis-3300 73 4 invested invest VERB fcis-3300 73 5 in in ADP fcis-3300 73 6 securities security NOUN fcis-3300 73 7 as as ADP fcis-3300 73 8 𝑃1 𝑃1 NOUN fcis-3300 73 9 , , PUNCT fcis-3300 73 10 the the DET fcis-3300 73 11 other other ADJ fcis-3300 73 12 funds fund NOUN fcis-3300 73 13 for for ADP fcis-3300 73 14 stable stable ADJ fcis-3300 73 15 investment investment NOUN fcis-3300 73 16 as as ADP fcis-3300 73 17 𝑃2 𝑃2 NOUN fcis-3300 73 18 , , PUNCT fcis-3300 73 19 then then ADV fcis-3300 73 20 there there PRON fcis-3300 73 21 exists exist VERB fcis-3300 73 22 : : PUNCT fcis-3300 73 23 𝑃1 𝑃1 NOUN fcis-3300 73 24 = = PUNCT fcis-3300 73 25 βˆ‘ βˆ‘ PUNCT fcis-3300 73 26 𝐢𝑖 𝐢𝑖 VERB fcis-3300 73 27 𝑛 𝑛 PRON fcis-3300 73 28 𝑖=1 𝑖=1 PROPN fcis-3300 74 1 π‘₯𝑖(1 π‘₯𝑖(1 NOUN fcis-3300 74 2 ≀ ≀ NOUN fcis-3300 74 3 𝑖 𝑖 SYM fcis-3300 74 4 ≀ ≀ NUM fcis-3300 74 5 𝑛 𝑛 NOUN fcis-3300 74 6 ) ) PUNCT fcis-3300 74 7 𝑃2 𝑃2 NOUN fcis-3300 74 8 = = PUNCT fcis-3300 74 9 𝑃 𝑃 NOUN fcis-3300 74 10 βˆ’ βˆ’ NOUN fcis-3300 74 11 𝑃1 𝑃1 NOUN fcis-3300 74 12 𝑋𝑖 𝑋𝑖 PROPN fcis-3300 74 13 indicates indicate VERB fcis-3300 74 14 the the DET fcis-3300 74 15 maximum maximum ADJ fcis-3300 74 16 possible possible ADJ fcis-3300 74 17 increase increase NOUN fcis-3300 74 18 of of ADP fcis-3300 74 19 each each DET fcis-3300 74 20 security security NOUN fcis-3300 74 21 in in ADP fcis-3300 74 22 the the DET fcis-3300 74 23 next next ADJ fcis-3300 74 24 week week NOUN fcis-3300 74 25 , , PUNCT fcis-3300 74 26 that that ADV fcis-3300 74 27 is is ADV fcis-3300 74 28 , , PUNCT fcis-3300 74 29 the the DET fcis-3300 74 30 rate rate NOUN fcis-3300 74 31 of of ADP fcis-3300 74 32 return return NOUN fcis-3300 74 33 of of ADP fcis-3300 74 34 investing invest VERB fcis-3300 74 35 in in ADP fcis-3300 74 36 the the DET fcis-3300 74 37 stock stock NOUN fcis-3300 74 38 , , PUNCT fcis-3300 74 39 set set VERB fcis-3300 74 40 the the DET fcis-3300 74 41 total total ADJ fcis-3300 74 42 return return NOUN fcis-3300 74 43 as as ADP fcis-3300 74 44 𝑆 𝑆 PROPN fcis-3300 74 45 , , PUNCT fcis-3300 74 46 and and CCONJ fcis-3300 74 47 the the DET fcis-3300 74 48 risk risk NOUN fcis-3300 74 49 - - PUNCT fcis-3300 74 50 free free ADJ fcis-3300 74 51 annualized annualize VERB fcis-3300 74 52 rate rate NOUN fcis-3300 74 53 as as ADP fcis-3300 74 54 π‘Ž π‘Ž NOUN fcis-3300 75 1 , , PUNCT fcis-3300 75 2 then then ADV fcis-3300 75 3 s s VERB fcis-3300 75 4 consists consist NOUN fcis-3300 75 5 of of ADP fcis-3300 75 6 two two NUM fcis-3300 75 7 parts part NOUN fcis-3300 75 8 . . PUNCT fcis-3300 76 1 the the DET fcis-3300 76 2 first first ADJ fcis-3300 76 3 part part NOUN fcis-3300 76 4 is be AUX fcis-3300 76 5 βˆ‘ βˆ‘ PUNCT fcis-3300 76 6 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 76 7 𝑛 𝑛 PRON fcis-3300 76 8 𝑖=1 𝑖=1 X fcis-3300 76 9 π‘₯𝑖𝑋𝑖(1 π‘₯𝑖𝑋𝑖(1 ADJ fcis-3300 76 10 ≀ ≀ NUM fcis-3300 76 11 𝑖 𝑖 SYM fcis-3300 76 12 ≀ ≀ NUM fcis-3300 76 13 𝑛 𝑛 NOUN fcis-3300 76 14 ) ) PUNCT fcis-3300 76 15 , , PUNCT fcis-3300 76 16 the the DET fcis-3300 76 17 second second ADJ fcis-3300 76 18 part part NOUN fcis-3300 76 19 is be AUX fcis-3300 76 20 ( ( PUNCT fcis-3300 76 21 𝑃 𝑃 NOUN fcis-3300 76 22 βˆ’ βˆ’ NOUN fcis-3300 76 23 βˆ‘ βˆ‘ PROPN fcis-3300 76 24 𝐢𝑖 𝐢𝑖 VERB fcis-3300 76 25 𝑛 𝑛 PRON fcis-3300 76 26 𝑖=1 𝑖=1 PROPN fcis-3300 76 27 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 76 28 ) ) PUNCT fcis-3300 76 29 Γ— Γ— NOUN fcis-3300 77 1 π‘Ž π‘Ž NOUN fcis-3300 77 2 360 360 NUM fcis-3300 77 3 Γ— Γ— NOUN fcis-3300 77 4 7 7 NUM fcis-3300 77 5 , , PUNCT fcis-3300 77 6 then then ADV fcis-3300 77 7 the the DET fcis-3300 77 8 total total ADJ fcis-3300 77 9 benefit benefit NOUN fcis-3300 77 10 𝑆 𝑆 PROPN fcis-3300 77 11 is be AUX fcis-3300 77 12 : : PUNCT fcis-3300 77 13 𝑆 𝑆 PROPN fcis-3300 77 14 = = SYM fcis-3300 77 15 βˆ‘ βˆ‘ PUNCT fcis-3300 77 16 𝐢𝑖 𝐢𝑖 VERB fcis-3300 77 17 𝑛 𝑛 DET fcis-3300 77 18 𝑖=1 𝑖=1 PROPN fcis-3300 77 19 π‘₯𝑖𝑋𝑖 π‘₯𝑖𝑋𝑖 PROPN fcis-3300 78 1 + + CCONJ fcis-3300 78 2 ( ( PUNCT fcis-3300 78 3 𝑃 𝑃 NOUN fcis-3300 78 4 βˆ’ βˆ’ NOUN fcis-3300 78 5 βˆ‘ βˆ‘ PROPN fcis-3300 78 6 𝐢𝑖 𝐢𝑖 VERB fcis-3300 78 7 𝑛 𝑛 PRON fcis-3300 78 8 𝑖=1 𝑖=1 PROPN fcis-3300 78 9 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 78 10 ) ) PUNCT fcis-3300 78 11 Γ— Γ— NOUN fcis-3300 78 12 π‘Ž π‘Ž NOUN fcis-3300 78 13 360 360 NUM fcis-3300 78 14 Γ— Γ— NOUN fcis-3300 78 15 7(1 7(1 NUM fcis-3300 78 16 ≀ ≀ NUM fcis-3300 78 17 𝑖 𝑖 SYM fcis-3300 78 18 ≀ ≀ NUM fcis-3300 78 19 𝑛 𝑛 NOUN fcis-3300 78 20 ) ) PUNCT fcis-3300 78 21 in in ADP fcis-3300 78 22 summary summary NOUN fcis-3300 78 23 , , PUNCT fcis-3300 78 24 the the DET fcis-3300 78 25 objective objective ADJ fcis-3300 78 26 function function NOUN fcis-3300 78 27 of of ADP fcis-3300 78 28 the the DET fcis-3300 78 29 multi multi ADJ fcis-3300 78 30 - - ADJ fcis-3300 78 31 objective objective ADJ fcis-3300 78 32 linear linear ADJ fcis-3300 78 33 programming programming NOUN fcis-3300 78 34 model model NOUN fcis-3300 78 35 is be AUX fcis-3300 78 36 : : PUNCT fcis-3300 78 37 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ ADJ fcis-3300 78 38 𝑧 𝑧 NOUN fcis-3300 78 39 = = PUNCT fcis-3300 78 40 βˆ‘ βˆ‘ PUNCT fcis-3300 78 41 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 78 42 𝑛 𝑛 PRON fcis-3300 78 43 𝑖=1 𝑖=1 PUNCT fcis-3300 78 44 𝑧𝑖(1 𝑧𝑖(1 PUNCT fcis-3300 78 45 ≀ ≀ NOUN fcis-3300 78 46 𝑖 𝑖 SYM fcis-3300 78 47 ≀ ≀ NUM fcis-3300 78 48 𝑛 𝑛 NOUN fcis-3300 78 49 ) ) PUNCT fcis-3300 78 50 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ NOUN fcis-3300 78 51 𝑆 𝑆 NOUN fcis-3300 78 52 = = SYM fcis-3300 78 53 βˆ‘ βˆ‘ PUNCT fcis-3300 78 54 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 78 55 𝑛 𝑛 DET fcis-3300 78 56 𝑖=1 𝑖=1 PROPN fcis-3300 78 57 π‘₯𝑖𝑋𝑖 π‘₯𝑖𝑋𝑖 PROPN fcis-3300 79 1 + + CCONJ fcis-3300 79 2 ( ( PUNCT fcis-3300 79 3 𝑃 𝑃 NOUN fcis-3300 79 4 βˆ’ βˆ’ NOUN fcis-3300 79 5 βˆ‘ βˆ‘ PROPN fcis-3300 79 6 𝐢𝑖 𝐢𝑖 VERB fcis-3300 79 7 𝑛 𝑛 PRON fcis-3300 79 8 𝑖=1 𝑖=1 PROPN fcis-3300 79 9 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 79 10 ) ) PUNCT fcis-3300 79 11 Γ— Γ— NOUN fcis-3300 79 12 π‘Ž π‘Ž NOUN fcis-3300 79 13 360 360 NUM fcis-3300 79 14 Γ— Γ— NOUN fcis-3300 79 15 7(1 7(1 NUM fcis-3300 79 16 ≀ ≀ NUM fcis-3300 79 17 𝑖 𝑖 SYM fcis-3300 79 18 ≀ ≀ NUM fcis-3300 79 19 𝑛 𝑛 NOUN fcis-3300 79 20 ) ) PUNCT fcis-3300 79 21 2.3.3 2.3.3 NUM fcis-3300 79 22 . . PUNCT fcis-3300 80 1 model model NOUN fcis-3300 80 2 construction construction NOUN fcis-3300 80 3 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ NOUN fcis-3300 80 4 𝑧 𝑧 NOUN fcis-3300 80 5 = = PUNCT fcis-3300 80 6 βˆ‘ βˆ‘ PUNCT fcis-3300 80 7 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 80 8 𝑛 𝑛 PRON fcis-3300 80 9 𝑖=1 𝑖=1 PUNCT fcis-3300 80 10 𝑧𝑖(1 𝑧𝑖(1 PUNCT fcis-3300 80 11 ≀ ≀ NOUN fcis-3300 80 12 𝑖 𝑖 SYM fcis-3300 80 13 ≀ ≀ NUM fcis-3300 80 14 𝑛 𝑛 NOUN fcis-3300 80 15 ) ) PUNCT fcis-3300 80 16 ( ( PUNCT fcis-3300 80 17 1 1 X fcis-3300 80 18 ) ) PUNCT fcis-3300 80 19 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ NOUN fcis-3300 80 20 𝑆 𝑆 NOUN fcis-3300 80 21 = = SYM fcis-3300 80 22 βˆ‘ βˆ‘ PUNCT fcis-3300 80 23 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 80 24 𝑛 𝑛 DET fcis-3300 80 25 𝑖=1 𝑖=1 PROPN fcis-3300 80 26 π‘₯𝑖𝑋𝑖 π‘₯𝑖𝑋𝑖 PROPN fcis-3300 80 27 + + CCONJ fcis-3300 80 28 ( ( PUNCT fcis-3300 80 29 𝑃 𝑃 NOUN fcis-3300 80 30 βˆ’ βˆ’ NOUN fcis-3300 80 31 βˆ‘ βˆ‘ PROPN fcis-3300 80 32 𝐢𝑖 𝐢𝑖 VERB fcis-3300 80 33 𝑛 𝑛 PRON fcis-3300 80 34 𝑖=1 𝑖=1 PROPN fcis-3300 80 35 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 80 36 ) ) PUNCT fcis-3300 80 37 Γ— Γ— NOUN fcis-3300 80 38 π‘Ž π‘Ž NOUN fcis-3300 80 39 360 360 NUM fcis-3300 80 40 Γ— Γ— NOUN fcis-3300 80 41 7(1 7(1 NUM fcis-3300 80 42 ≀ ≀ NUM fcis-3300 80 43 𝑖 𝑖 SYM fcis-3300 80 44 ≀ ≀ NUM fcis-3300 80 45 𝑛 𝑛 NOUN fcis-3300 80 46 ) ) PUNCT fcis-3300 80 47 ( ( PUNCT fcis-3300 80 48 2 2 NUM fcis-3300 80 49 ) ) PUNCT fcis-3300 80 50 0 0 NUM fcis-3300 81 1 ≀ ≀ NOUN fcis-3300 81 2 βˆ‘ βˆ‘ PUNCT fcis-3300 81 3 𝐢𝑖 𝐢𝑖 VERB fcis-3300 81 4 𝑛 𝑛 DET fcis-3300 81 5 𝑖=1 𝑖=1 PROPN fcis-3300 81 6 ≀ ≀ PROPN fcis-3300 81 7 𝑏(1 𝑏(1 PROPN fcis-3300 81 8 ≀ ≀ PROPN fcis-3300 81 9 𝑖 𝑖 SYM fcis-3300 81 10 ≀ ≀ NUM fcis-3300 81 11 𝑛 𝑛 NOUN fcis-3300 81 12 ) ) PUNCT fcis-3300 81 13 ( ( PUNCT fcis-3300 81 14 3 3 X fcis-3300 81 15 ) ) PUNCT fcis-3300 81 16 π‘₯𝑖 π‘₯𝑖 ADV fcis-3300 82 1 ≀ ≀ NOUN fcis-3300 82 2 𝑃 𝑃 NOUN fcis-3300 82 3 Γ— Γ— NOUN fcis-3300 82 4 𝑀(1 𝑀(1 NOUN fcis-3300 82 5 ≀ ≀ NUM fcis-3300 82 6 𝑖 𝑖 SYM fcis-3300 82 7 ≀ ≀ NUM fcis-3300 82 8 𝑛 𝑛 NOUN fcis-3300 82 9 ) ) PUNCT fcis-3300 82 10 ( ( PUNCT fcis-3300 82 11 4 4 NUM fcis-3300 82 12 ) ) PUNCT fcis-3300 82 13 ( ( PUNCT fcis-3300 82 14 β„Žβˆ’π‘‘)Γ—7 β„Žβˆ’π‘‘)Γ—7 PRON fcis-3300 82 15 30 30 NUM fcis-3300 82 16 𝑃 𝑃 NOUN fcis-3300 82 17 ≀ ≀ PUNCT fcis-3300 82 18 𝑆 𝑆 PROPN fcis-3300 82 19 ≀ ≀ NOUN fcis-3300 82 20 𝑃 𝑃 NOUN fcis-3300 82 21 ( ( PUNCT fcis-3300 82 22 β„Ž+𝑑)Γ—7 β„Ž+𝑑)Γ—7 PROPN fcis-3300 82 23 30 30 NUM fcis-3300 82 24 ( ( PUNCT fcis-3300 82 25 5 5 NUM fcis-3300 82 26 ) ) PUNCT fcis-3300 82 27 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 82 28 ∈ ∈ PROPN fcis-3300 82 29 0,1(1 0,1(1 X fcis-3300 82 30 ≀ ≀ NUM fcis-3300 82 31 𝑖 𝑖 SYM fcis-3300 82 32 ≀ ≀ NUM fcis-3300 82 33 𝑛 𝑛 NOUN fcis-3300 82 34 ) ) PUNCT fcis-3300 82 35 ( ( PUNCT fcis-3300 82 36 6 6 NUM fcis-3300 82 37 ) ) PUNCT fcis-3300 82 38 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 82 39 β‰₯ β‰₯ NOUN fcis-3300 82 40 0(1 0(1 NUM fcis-3300 82 41 ≀ ≀ NUM fcis-3300 82 42 𝑖 𝑖 SYM fcis-3300 82 43 ≀ ≀ NUM fcis-3300 82 44 𝑛 𝑛 NOUN fcis-3300 82 45 ) ) PUNCT fcis-3300 82 46 ( ( PUNCT fcis-3300 82 47 7 7 X fcis-3300 82 48 ) ) PUNCT fcis-3300 82 49 equations equation NOUN fcis-3300 82 50 ( ( PUNCT fcis-3300 82 51 1 1 NUM fcis-3300 82 52 ) ) PUNCT fcis-3300 82 53 ~ ~ PUNCT fcis-3300 82 54 ( ( PUNCT fcis-3300 82 55 2 2 X fcis-3300 82 56 ) ) PUNCT fcis-3300 82 57 indicate indicate VERB fcis-3300 82 58 that that SCONJ fcis-3300 82 59 the the DET fcis-3300 82 60 multi multi ADJ fcis-3300 82 61 - - ADJ fcis-3300 82 62 objective objective ADJ fcis-3300 82 63 linear linear ADJ fcis-3300 82 64 programming programming NOUN fcis-3300 82 65 model model NOUN fcis-3300 82 66 has have VERB fcis-3300 82 67 the the DET fcis-3300 82 68 highest high ADJ fcis-3300 82 69 total total ADJ fcis-3300 82 70 comprehensive comprehensive ADJ fcis-3300 82 71 evaluation evaluation NOUN fcis-3300 82 72 score score NOUN fcis-3300 82 73 and and CCONJ fcis-3300 82 74 the the DET fcis-3300 82 75 highest high ADJ fcis-3300 82 76 total total ADJ fcis-3300 82 77 return return NOUN fcis-3300 82 78 . . PUNCT fcis-3300 83 1 equation equation NOUN fcis-3300 83 2 ( ( PUNCT fcis-3300 83 3 3 3 X fcis-3300 83 4 ) ) PUNCT fcis-3300 83 5 indicates indicate VERB fcis-3300 83 6 that that SCONJ fcis-3300 83 7 at at ADP fcis-3300 83 8 most most ADJ fcis-3300 83 9 𝑏 𝑏 DET fcis-3300 83 10 securities security NOUN fcis-3300 83 11 are be AUX fcis-3300 83 12 selected select VERB fcis-3300 83 13 from from ADP fcis-3300 83 14 100 100 NUM fcis-3300 83 15 sample sample NOUN fcis-3300 83 16 securities security NOUN fcis-3300 83 17 to to PART fcis-3300 83 18 construct construct VERB fcis-3300 83 19 asset asset NOUN fcis-3300 83 20 portfolio portfolio NOUN fcis-3300 83 21 allocation allocation NOUN fcis-3300 83 22 . . PUNCT fcis-3300 84 1 equation equation NOUN fcis-3300 84 2 ( ( PUNCT fcis-3300 84 3 4 4 X fcis-3300 84 4 ) ) PUNCT fcis-3300 84 5 indicates indicate VERB fcis-3300 84 6 that that SCONJ fcis-3300 84 7 the the DET fcis-3300 84 8 position position NOUN fcis-3300 84 9 of of ADP fcis-3300 84 10 each each DET fcis-3300 84 11 security security NOUN fcis-3300 84 12 can can AUX fcis-3300 84 13 not not PART fcis-3300 84 14 exceed exceed VERB fcis-3300 84 15 the the DET fcis-3300 84 16 𝑀 𝑀 NOUN fcis-3300 84 17 of of ADP fcis-3300 84 18 the the DET fcis-3300 84 19 total total ADJ fcis-3300 84 20 assets asset NOUN fcis-3300 84 21 . . PUNCT fcis-3300 85 1 equation equation NOUN fcis-3300 85 2 ( ( PUNCT fcis-3300 85 3 5 5 NUM fcis-3300 85 4 ) ) PUNCT fcis-3300 85 5 indicates indicate VERB fcis-3300 85 6 that that SCONJ fcis-3300 85 7 the the DET fcis-3300 85 8 monthly monthly ADJ fcis-3300 85 9 dividend dividend NOUN fcis-3300 85 10 income income NOUN fcis-3300 85 11 can can AUX fcis-3300 85 12 float float VERB fcis-3300 85 13 up up ADP fcis-3300 85 14 and and CCONJ fcis-3300 85 15 down down ADV fcis-3300 85 16 𝑑. 𝑑. NOUN fcis-3300 85 17 equation equation NOUN fcis-3300 85 18 ( ( PUNCT fcis-3300 85 19 6 6 NUM fcis-3300 85 20 ) ) PUNCT fcis-3300 85 21 is be AUX fcis-3300 85 22 a a DET fcis-3300 85 23 binary binary ADJ fcis-3300 85 24 variable variable ADJ fcis-3300 85 25 constraint constraint NOUN fcis-3300 85 26 . . PUNCT fcis-3300 86 1 equation equation NOUN fcis-3300 86 2 ( ( PUNCT fcis-3300 86 3 7 7 X fcis-3300 86 4 ) ) PUNCT fcis-3300 86 5 is be AUX fcis-3300 86 6 a a DET fcis-3300 86 7 non non ADJ fcis-3300 86 8 - - ADJ fcis-3300 86 9 negative negative ADJ fcis-3300 86 10 constraint constraint NOUN fcis-3300 86 11 on on ADP fcis-3300 86 12 the the DET fcis-3300 86 13 investment investment NOUN fcis-3300 86 14 amount amount NOUN fcis-3300 86 15 . . PUNCT fcis-3300 87 1 3 3 X fcis-3300 87 2 . . X fcis-3300 87 3 examples example NOUN fcis-3300 87 4 of of ADP fcis-3300 87 5 investment investment NOUN fcis-3300 87 6 strategy strategy NOUN fcis-3300 87 7 formulation formulation NOUN fcis-3300 87 8 this this DET fcis-3300 87 9 article article NOUN fcis-3300 87 10 uses use VERB fcis-3300 87 11 the the DET fcis-3300 87 12 actual actual ADJ fcis-3300 87 13 data datum NOUN fcis-3300 87 14 of of ADP fcis-3300 87 15 csi csi PROPN fcis-3300 87 16 dividend dividend NOUN fcis-3300 87 17 index index NOUN fcis-3300 87 18 ( ( PUNCT fcis-3300 87 19 000922.csi 000922.csi PROPN fcis-3300 87 20 ) ) PUNCT fcis-3300 87 21 to to PART fcis-3300 87 22 select select VERB fcis-3300 87 23 100 100 NUM fcis-3300 87 24 securities security NOUN fcis-3300 87 25 of of ADP fcis-3300 87 26 listed list VERB fcis-3300 87 27 companies company NOUN fcis-3300 87 28 with with ADP fcis-3300 87 29 high high ADJ fcis-3300 87 30 cash cash NOUN fcis-3300 87 31 dividend dividend NOUN fcis-3300 87 32 yield yield NOUN fcis-3300 87 33 , , PUNCT fcis-3300 87 34 stable stable ADJ fcis-3300 87 35 dividend dividend NOUN fcis-3300 87 36 distribution distribution NOUN fcis-3300 87 37 , , PUNCT fcis-3300 87 38 certain certain ADJ fcis-3300 87 39 scale scale NOUN fcis-3300 87 40 and and CCONJ fcis-3300 87 41 liquidity liquidity NOUN fcis-3300 87 42 from from ADP fcis-3300 87 43 shanghai shanghai PROPN fcis-3300 87 44 and and CCONJ fcis-3300 87 45 shenzhen shenzhen PROPN fcis-3300 87 46 markets market NOUN fcis-3300 87 47 for for ADP fcis-3300 87 48 analysis analysis NOUN fcis-3300 87 49 . . PUNCT fcis-3300 88 1 section3.1 section3.1 NOUN fcis-3300 88 2 analyzes analyze VERB fcis-3300 88 3 the the DET fcis-3300 88 4 data datum NOUN fcis-3300 88 5 selection selection NOUN fcis-3300 88 6 and and CCONJ fcis-3300 88 7 the the DET fcis-3300 88 8 specific specific ADJ fcis-3300 88 9 settings setting NOUN fcis-3300 88 10 of of ADP fcis-3300 88 11 the the DET fcis-3300 88 12 example example NOUN fcis-3300 88 13 , , PUNCT fcis-3300 88 14 section3.2 section3.2 NOUN fcis-3300 88 15 analyzes analyze VERB fcis-3300 88 16 the the DET fcis-3300 88 17 multi multi ADJ fcis-3300 88 18 - - ADJ fcis-3300 88 19 objective objective ADJ fcis-3300 88 20 linear linear ADJ fcis-3300 88 21 programming programming NOUN fcis-3300 88 22 model model NOUN fcis-3300 88 23 corresponding correspond VERB fcis-3300 88 24 to to ADP fcis-3300 88 25 the the DET fcis-3300 88 26 example example NOUN fcis-3300 88 27 , , PUNCT fcis-3300 88 28 section3.3 section3.3 PUNCT fcis-3300 88 29 gives give VERB fcis-3300 88 30 the the DET fcis-3300 88 31 evaluation evaluation NOUN fcis-3300 88 32 indicators indicator NOUN fcis-3300 88 33 and and CCONJ fcis-3300 88 34 securities security NOUN fcis-3300 88 35 evaluation evaluation NOUN fcis-3300 88 36 scores score NOUN fcis-3300 88 37 , , PUNCT fcis-3300 88 38 and and CCONJ fcis-3300 88 39 section3.4 section3.4 NOUN fcis-3300 88 40 gives give VERB fcis-3300 88 41 specific specific ADJ fcis-3300 88 42 investment investment NOUN fcis-3300 88 43 strategies strategy NOUN fcis-3300 88 44 . . PUNCT fcis-3300 89 1 3.1 3.1 NUM fcis-3300 89 2 . . PUNCT fcis-3300 89 3 data datum NOUN fcis-3300 89 4 selection selection NOUN fcis-3300 89 5 and and CCONJ fcis-3300 89 6 instance instance NOUN fcis-3300 89 7 conditions condition NOUN fcis-3300 89 8 in in ADP fcis-3300 89 9 this this DET fcis-3300 89 10 part part NOUN fcis-3300 89 11 , , PUNCT fcis-3300 89 12 the the DET fcis-3300 89 13 historical historical ADJ fcis-3300 89 14 data datum NOUN fcis-3300 89 15 of of ADP fcis-3300 89 16 stock stock NOUN fcis-3300 89 17 closing closing NOUN fcis-3300 89 18 prices price NOUN fcis-3300 89 19 of of ADP fcis-3300 89 20 100 100 NUM fcis-3300 89 21 securities security NOUN fcis-3300 89 22 in in ADP fcis-3300 89 23 the the DET fcis-3300 89 24 csi csi PROPN fcis-3300 89 25 dividend dividend NOUN fcis-3300 89 26 index index NOUN fcis-3300 89 27 from from ADP fcis-3300 89 28 2006/01 2006/01 NUM fcis-3300 89 29 to to ADP fcis-3300 89 30 2022/04 2022/04 NUM fcis-3300 89 31 are be AUX fcis-3300 89 32 selected select VERB fcis-3300 89 33 . . PUNCT fcis-3300 90 1 this this DET fcis-3300 90 2 instance instance NOUN fcis-3300 90 3 is be AUX fcis-3300 90 4 in in ADP fcis-3300 90 5 the the DET fcis-3300 90 6 following follow VERB fcis-3300 90 7 markets market NOUN fcis-3300 90 8 : : PUNCT fcis-3300 90 9 the the DET fcis-3300 90 10 initial initial ADJ fcis-3300 90 11 total total ADJ fcis-3300 90 12 capital capital NOUN fcis-3300 90 13 is be AUX fcis-3300 90 14 rmb rmb VERB fcis-3300 90 15 100 100 NUM fcis-3300 90 16 million million NUM fcis-3300 90 17 ; ; PUNCT fcis-3300 90 18 no no DET fcis-3300 90 19 fees fee NOUN fcis-3300 90 20 for for ADP fcis-3300 90 21 buying buy VERB fcis-3300 90 22 and and CCONJ fcis-3300 90 23 selling sell VERB fcis-3300 90 24 stocks stock NOUN fcis-3300 90 25 ; ; PUNCT fcis-3300 90 26 the the DET fcis-3300 90 27 warehouse warehouse NOUN fcis-3300 90 28 conversion conversion NOUN fcis-3300 90 29 is be AUX fcis-3300 90 30 allowed allow VERB fcis-3300 90 31 once once ADV fcis-3300 90 32 a a DET fcis-3300 90 33 week week NOUN fcis-3300 90 34 ; ; PUNCT fcis-3300 90 35 stocks stock NOUN fcis-3300 90 36 with with ADP fcis-3300 90 37 daily daily ADJ fcis-3300 90 38 limit limit NOUN fcis-3300 90 39 up up ADP fcis-3300 90 40 or or CCONJ fcis-3300 90 41 down down ADV fcis-3300 90 42 limit limit NOUN fcis-3300 90 43 can can AUX fcis-3300 90 44 not not PART fcis-3300 90 45 be be AUX fcis-3300 90 46 traded trade VERB fcis-3300 90 47 ; ; PUNCT fcis-3300 90 48 the the DET fcis-3300 90 49 transaction transaction NOUN fcis-3300 90 50 price price NOUN fcis-3300 90 51 is be AUX fcis-3300 90 52 based base VERB fcis-3300 90 53 on on ADP fcis-3300 90 54 the the DET fcis-3300 90 55 closing closing NOUN fcis-3300 90 56 price price NOUN fcis-3300 90 57 ; ; PUNCT fcis-3300 90 58 no no DET fcis-3300 90 59 other other ADJ fcis-3300 90 60 derivatives derivative NOUN fcis-3300 90 61 can can AUX fcis-3300 90 62 be be AUX fcis-3300 90 63 used use VERB fcis-3300 90 64 ; ; PUNCT fcis-3300 90 65 no no DET fcis-3300 90 66 short short ADV fcis-3300 90 67 - - PUNCT fcis-3300 90 68 selling sell VERB fcis-3300 90 69 or or CCONJ fcis-3300 90 70 securities security NOUN fcis-3300 90 71 lending lending NOUN fcis-3300 90 72 ; ; PUNCT fcis-3300 90 73 the the DET fcis-3300 90 74 risk risk NOUN fcis-3300 90 75 - - PUNCT fcis-3300 90 76 free free ADJ fcis-3300 90 77 annualized annualize VERB fcis-3300 90 78 rate rate NOUN fcis-3300 90 79 of of ADP fcis-3300 90 80 return return NOUN fcis-3300 90 81 is be AUX fcis-3300 90 82 2.4 2.4 NUM fcis-3300 90 83 % % NOUN fcis-3300 90 84 ; ; PUNCT fcis-3300 90 85 the the DET fcis-3300 90 86 position position NOUN fcis-3300 90 87 of of ADP fcis-3300 90 88 each each DET fcis-3300 90 89 stock stock NOUN fcis-3300 90 90 shall shall AUX fcis-3300 90 91 not not PART fcis-3300 90 92 exceed exceed VERB fcis-3300 90 93 15 15 NUM fcis-3300 90 94 % % NOUN fcis-3300 90 95 of of ADP fcis-3300 90 96 the the DET fcis-3300 90 97 total total ADJ fcis-3300 90 98 assets asset NOUN fcis-3300 90 99 ; ; PUNCT fcis-3300 90 100 this this DET fcis-3300 90 101 market market NOUN fcis-3300 90 102 is be AUX fcis-3300 90 103 an an DET fcis-3300 90 104 ideal ideal ADJ fcis-3300 90 105 market market NOUN fcis-3300 90 106 , , PUNCT fcis-3300 90 107 that that ADV fcis-3300 90 108 is is ADV fcis-3300 90 109 , , PUNCT fcis-3300 90 110 the the DET fcis-3300 90 111 financial financial ADJ fcis-3300 90 112 crisis crisis NOUN fcis-3300 90 113 , , PUNCT fcis-3300 90 114 epidemic epidemic NOUN fcis-3300 90 115 and and CCONJ fcis-3300 90 116 other other ADJ fcis-3300 90 117 factors factor NOUN fcis-3300 90 118 are be AUX fcis-3300 90 119 not not PART fcis-3300 90 120 considered consider VERB fcis-3300 90 121 . . PUNCT fcis-3300 91 1 based base VERB fcis-3300 91 2 on on ADP fcis-3300 91 3 the the DET fcis-3300 91 4 above above ADJ fcis-3300 91 5 market market NOUN fcis-3300 91 6 , , PUNCT fcis-3300 91 7 the the DET fcis-3300 91 8 goal goal NOUN fcis-3300 91 9 of of ADP fcis-3300 91 10 the the DET fcis-3300 91 11 investment investment NOUN fcis-3300 91 12 portfolio portfolio NOUN fcis-3300 91 13 strategy strategy NOUN fcis-3300 91 14 is be AUX fcis-3300 91 15 to to PART fcis-3300 91 16 select select VERB fcis-3300 91 17 up up ADP fcis-3300 91 18 to to PART fcis-3300 91 19 10 10 NUM fcis-3300 91 20 securities security NOUN fcis-3300 91 21 from from ADP fcis-3300 91 22 100 100 NUM fcis-3300 91 23 sample sample NOUN fcis-3300 91 24 securities security NOUN fcis-3300 91 25 for for ADP fcis-3300 91 26 an an DET fcis-3300 91 27 asset asset NOUN fcis-3300 91 28 portfolio portfolio NOUN fcis-3300 91 29 allocation allocation NOUN fcis-3300 91 30 ( ( PUNCT fcis-3300 91 31 short short ADJ fcis-3300 91 32 position position NOUN fcis-3300 91 33 is be AUX fcis-3300 91 34 allowed allow VERB fcis-3300 91 35 ) ) PUNCT fcis-3300 91 36 , , PUNCT fcis-3300 91 37 and and CCONJ fcis-3300 91 38 the the DET fcis-3300 91 39 warehouse warehouse NOUN fcis-3300 91 40 conversion conversion NOUN fcis-3300 91 41 is be AUX fcis-3300 91 42 allowed allow VERB fcis-3300 91 43 once once ADV fcis-3300 91 44 a a DET fcis-3300 91 45 week week NOUN fcis-3300 91 46 , , PUNCT fcis-3300 91 47 and and CCONJ fcis-3300 91 48 the the DET fcis-3300 91 49 conversion conversion NOUN fcis-3300 91 50 time time NOUN fcis-3300 91 51 is be AUX fcis-3300 91 52 unified unify VERB fcis-3300 91 53 every every DET fcis-3300 91 54 monday monday PROPN fcis-3300 91 55 . . PUNCT fcis-3300 92 1 up up ADP fcis-3300 92 2 to to PART fcis-3300 92 3 10 10 NUM fcis-3300 92 4 securities security NOUN fcis-3300 92 5 allocation allocation NOUN fcis-3300 92 6 combinations combination NOUN fcis-3300 92 7 can can AUX fcis-3300 92 8 be be AUX fcis-3300 92 9 re re VERB fcis-3300 92 10 - - VERB fcis-3300 92 11 selected select VERB fcis-3300 92 12 when when SCONJ fcis-3300 92 13 placing place VERB fcis-3300 92 14 a a DET fcis-3300 92 15 warehouse warehouse NOUN fcis-3300 92 16 , , PUNCT fcis-3300 92 17 so so SCONJ fcis-3300 92 18 that that SCONJ fcis-3300 92 19 the the DET fcis-3300 92 20 selected select VERB fcis-3300 92 21 asset asset NOUN fcis-3300 92 22 allocation allocation NOUN fcis-3300 92 23 combination combination NOUN fcis-3300 92 24 can can AUX fcis-3300 92 25 not not PART fcis-3300 92 26 deviate deviate VERB fcis-3300 92 27 from from ADP fcis-3300 92 28 the the DET fcis-3300 92 29 monthly monthly ADJ fcis-3300 92 30 return return NOUN fcis-3300 92 31 of of ADP fcis-3300 92 32 the the DET fcis-3300 92 33 csi csi PROPN fcis-3300 92 34 dividend dividend NOUN fcis-3300 92 35 index index NOUN fcis-3300 92 36 Β±1.5 Β±1.5 NOUN fcis-3300 92 37 % % NOUN fcis-3300 92 38 . . PUNCT fcis-3300 93 1 on on ADP fcis-3300 93 2 this this DET fcis-3300 93 3 basis basis NOUN fcis-3300 93 4 , , PUNCT fcis-3300 93 5 the the DET fcis-3300 93 6 annual annual ADJ fcis-3300 93 7 excess excess ADJ fcis-3300 93 8 return return NOUN fcis-3300 93 9 rate rate NOUN fcis-3300 93 10 is be AUX fcis-3300 93 11 the the DET fcis-3300 93 12 highest high ADJ fcis-3300 93 13 . . PUNCT fcis-3300 94 1 3.2 3.2 NUM fcis-3300 94 2 . . PUNCT fcis-3300 95 1 multi multi ADJ fcis-3300 95 2 - - ADJ fcis-3300 95 3 objective objective ADJ fcis-3300 95 4 linear linear ADJ fcis-3300 95 5 programming programming NOUN fcis-3300 95 6 model model NOUN fcis-3300 95 7 according accord VERB fcis-3300 95 8 to to ADP fcis-3300 95 9 the the DET fcis-3300 95 10 market market NOUN fcis-3300 95 11 conditions condition NOUN fcis-3300 95 12 and and CCONJ fcis-3300 95 13 investment investment NOUN fcis-3300 95 14 portfolio portfolio NOUN fcis-3300 95 15 strategy strategy NOUN fcis-3300 95 16 objectives objective NOUN fcis-3300 95 17 , , PUNCT fcis-3300 95 18 the the DET fcis-3300 95 19 following follow VERB fcis-3300 95 20 multi multi ADJ fcis-3300 95 21 - - ADJ fcis-3300 95 22 objective objective ADJ fcis-3300 95 23 mathematical mathematical ADJ fcis-3300 95 24 programming programming NOUN fcis-3300 95 25 model model NOUN fcis-3300 95 26 can can AUX fcis-3300 95 27 be be AUX fcis-3300 95 28 obtained obtain VERB fcis-3300 95 29 according accord VERB fcis-3300 95 30 to to ADP fcis-3300 95 31 section section NOUN fcis-3300 95 32 2.3 2.3 NUM fcis-3300 95 33 : : PUNCT fcis-3300 95 34 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ PART fcis-3300 95 35 𝑧 𝑧 NOUN fcis-3300 95 36 = = PUNCT fcis-3300 95 37 βˆ‘ βˆ‘ PUNCT fcis-3300 95 38 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 95 39 100 100 NUM fcis-3300 95 40 𝑖=1 𝑖=1 PUNCT fcis-3300 96 1 𝑧𝑖(1 𝑧𝑖(1 DET fcis-3300 96 2 ≀ ≀ NOUN fcis-3300 96 3 𝑖 𝑖 SYM fcis-3300 96 4 ≀ ≀ NUM fcis-3300 96 5 100 100 NUM fcis-3300 96 6 ) ) PUNCT fcis-3300 96 7 π‘šπ‘Žπ‘₯ π‘šπ‘Žπ‘₯ NOUN fcis-3300 97 1 𝑆 𝑆 NOUN fcis-3300 97 2 = = SYM fcis-3300 97 3 βˆ‘ βˆ‘ PUNCT fcis-3300 97 4 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 97 5 100 100 NUM fcis-3300 97 6 𝑖=1 𝑖=1 PUNCT fcis-3300 97 7 π‘₯𝑖𝑋𝑖 π‘₯𝑖𝑋𝑖 NOUN fcis-3300 98 1 + + CCONJ fcis-3300 99 1 ( ( PUNCT fcis-3300 99 2 𝑃 𝑃 NOUN fcis-3300 99 3 βˆ’ βˆ’ NOUN fcis-3300 99 4 βˆ‘ βˆ‘ PUNCT fcis-3300 99 5 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 99 6 100 100 NUM fcis-3300 99 7 𝑖=1 𝑖=1 PUNCT fcis-3300 99 8 π‘₯𝑖 π‘₯𝑖 NUM fcis-3300 99 9 ) ) PUNCT fcis-3300 99 10 Γ— Γ— NOUN fcis-3300 99 11 2.4 2.4 NUM fcis-3300 99 12 % % NOUN fcis-3300 99 13 360 360 NUM fcis-3300 99 14 Γ— Γ— NOUN fcis-3300 99 15 7(1 7(1 NUM fcis-3300 99 16 ≀ ≀ NUM fcis-3300 99 17 𝑖 𝑖 SYM fcis-3300 99 18 ≀ ≀ NUM fcis-3300 99 19 100 100 NUM fcis-3300 99 20 ) ) PUNCT fcis-3300 99 21 0 0 NUM fcis-3300 100 1 ≀ ≀ NOUN fcis-3300 100 2 βˆ‘ βˆ‘ PUNCT fcis-3300 100 3 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 100 4 100 100 NUM fcis-3300 100 5 𝑖=1 𝑖=1 PUNCT fcis-3300 100 6 ≀ ≀ NOUN fcis-3300 100 7 10(1 10(1 ADJ fcis-3300 100 8 ≀ ≀ NUM fcis-3300 100 9 𝑖 𝑖 SYM fcis-3300 100 10 ≀ ≀ NUM fcis-3300 100 11 100 100 NUM fcis-3300 100 12 ) ) PUNCT fcis-3300 100 13 π‘₯𝑖 π‘₯𝑖 ADP fcis-3300 100 14 ≀ ≀ NUM fcis-3300 100 15 𝑃 𝑃 VERB fcis-3300 100 16 Γ— Γ— NOUN fcis-3300 100 17 15%(1 15%(1 NUM fcis-3300 100 18 ≀ ≀ NOUN fcis-3300 100 19 𝑖 𝑖 SYM fcis-3300 100 20 ≀ ≀ NUM fcis-3300 100 21 100 100 NUM fcis-3300 100 22 ) ) PUNCT fcis-3300 100 23 ( ( PUNCT fcis-3300 100 24 β„Ž β„Ž X fcis-3300 100 25 βˆ’ βˆ’ PROPN fcis-3300 100 26 1.5 1.5 NUM fcis-3300 100 27 % % NOUN fcis-3300 100 28 ) ) PUNCT fcis-3300 100 29 Γ— Γ— NOUN fcis-3300 100 30 7 7 NUM fcis-3300 100 31 30 30 NUM fcis-3300 100 32 𝑃 𝑃 NOUN fcis-3300 100 33 ≀ ≀ PUNCT fcis-3300 100 34 𝑆 𝑆 PROPN fcis-3300 100 35 ≀ ≀ NOUN fcis-3300 100 36 𝑃 𝑃 NOUN fcis-3300 100 37 ( ( PUNCT fcis-3300 100 38 β„Ž β„Ž X fcis-3300 100 39 + + NOUN fcis-3300 100 40 1.5 1.5 NUM fcis-3300 100 41 % % NOUN fcis-3300 100 42 ) ) PUNCT fcis-3300 100 43 Γ— Γ— NOUN fcis-3300 100 44 7 7 NUM fcis-3300 100 45 30 30 NUM fcis-3300 100 46 𝐢𝑖 𝐢𝑖 PROPN fcis-3300 100 47 ∈ ∈ PROPN fcis-3300 100 48 0,1(1 0,1(1 X fcis-3300 100 49 ≀ ≀ NUM fcis-3300 100 50 𝑖 𝑖 SYM fcis-3300 100 51 ≀ ≀ NUM fcis-3300 100 52 100 100 NUM fcis-3300 100 53 ) ) PUNCT fcis-3300 100 54 π‘₯𝑖 π‘₯𝑖 PROPN fcis-3300 100 55 β‰₯ β‰₯ NOUN fcis-3300 100 56 0(1 0(1 NUM fcis-3300 100 57 ≀ ≀ NUM fcis-3300 100 58 𝑖 𝑖 SYM fcis-3300 100 59 ≀ ≀ NUM fcis-3300 100 60 100 100 NUM fcis-3300 100 61 ) ) PUNCT fcis-3300 100 62 3.3 3.3 NUM fcis-3300 100 63 . . PUNCT fcis-3300 101 1 selection selection NOUN fcis-3300 101 2 of of ADP fcis-3300 101 3 evaluation evaluation NOUN fcis-3300 101 4 indicators indicator NOUN fcis-3300 101 5 there there PRON fcis-3300 101 6 are be VERB fcis-3300 101 7 many many ADJ fcis-3300 101 8 angles angle NOUN fcis-3300 101 9 to to PART fcis-3300 101 10 measure measure VERB fcis-3300 101 11 the the DET fcis-3300 101 12 quality quality NOUN fcis-3300 101 13 of of ADP fcis-3300 101 14 a a DET fcis-3300 101 15 security security NOUN fcis-3300 101 16 . . PUNCT fcis-3300 102 1 this this DET fcis-3300 102 2 article article NOUN fcis-3300 102 3 is be AUX fcis-3300 102 4 based base VERB fcis-3300 102 5 on on ADP fcis-3300 102 6 the the DET fcis-3300 102 7 past past ADJ fcis-3300 102 8 data datum NOUN fcis-3300 102 9 of of ADP fcis-3300 102 10 the the DET fcis-3300 102 11 closing close VERB fcis-3300 102 12 prices price NOUN fcis-3300 102 13 of of ADP fcis-3300 102 14 csi csi ADJ fcis-3300 102 15 dividend dividend NOUN fcis-3300 102 16 constituents constituent NOUN fcis-3300 102 17 from from ADP fcis-3300 102 18 five five NUM fcis-3300 102 19 indicators indicator NOUN fcis-3300 102 20 : : PUNCT fcis-3300 102 21 135 135 NUM fcis-3300 102 22 indicator indicator NOUN fcis-3300 102 23 π‘₯1full π‘₯1full NOUN fcis-3300 102 24 distance distance NOUN fcis-3300 102 25 𝑅:𝑅 𝑅:𝑅 X fcis-3300 102 26 = = SYM fcis-3300 102 27 π‘šπ‘Žπ‘₯(π‘₯ π‘šπ‘Žπ‘₯(π‘₯ PROPN fcis-3300 102 28 ) ) PUNCT fcis-3300 102 29 βˆ’ βˆ’ PROPN fcis-3300 102 30 π‘šπ‘–π‘›(π‘₯ π‘šπ‘–π‘›(π‘₯ PROPN fcis-3300 102 31 ) ) PUNCT fcis-3300 102 32 ; ; PUNCT fcis-3300 102 33 indicator indicator NOUN fcis-3300 102 34 π‘₯2 π‘₯2 NOUN fcis-3300 102 35 variance variance NOUN fcis-3300 102 36 𝑠2 𝑠2 NOUN fcis-3300 102 37 : : PUNCT fcis-3300 102 38 𝑠2 𝑠2 PROPN fcis-3300 102 39 = = SYM fcis-3300 102 40 ( ( PUNCT fcis-3300 102 41 π‘€βˆ’π‘₯1)2+(π‘€βˆ’π‘₯2)2+β‹―+(π‘€βˆ’π‘₯𝑛)2 π‘€βˆ’π‘₯1)2+(π‘€βˆ’π‘₯2)2+β‹―+(π‘€βˆ’π‘₯𝑛)2 PROPN fcis-3300 102 42 𝑛 𝑛 PROPN fcis-3300 102 43 ; ; PUNCT fcis-3300 102 44 indicator indicator NOUN fcis-3300 102 45 π‘₯3coefficient π‘₯3coefficient NOUN fcis-3300 102 46 of of ADP fcis-3300 102 47 variation variation NOUN fcis-3300 102 48 𝑐𝑣:𝑐𝑣 𝑐𝑣:𝑐𝑣 NOUN fcis-3300 102 49 = = SYM fcis-3300 102 50 𝜎 𝜎 PART fcis-3300 102 51 πœ‡ πœ‡ X fcis-3300 102 52 ; ; PUNCT fcis-3300 102 53 indicator indicator PROPN fcis-3300 102 54 π‘₯4skewness π‘₯4skewness PROPN fcis-3300 102 55 coefficient coefficient NOUN fcis-3300 102 56 π‘†π‘˜ π‘†π‘˜ NOUN fcis-3300 102 57 : : PUNCT fcis-3300 102 58 π‘†π‘˜ π‘†π‘˜ PROPN fcis-3300 102 59 = = PUNCT fcis-3300 102 60 π‘₯βˆ’π‘š0 π‘₯βˆ’π‘š0 X fcis-3300 102 61 𝜎 𝜎 NOUN fcis-3300 102 62 , , PUNCT fcis-3300 102 63 where where SCONJ fcis-3300 102 64 π‘š0 π‘š0 NOUN fcis-3300 102 65 is be AUX fcis-3300 102 66 the the DET fcis-3300 102 67 mode mode NOUN fcis-3300 102 68 ; ; PUNCT fcis-3300 102 69 indicator indicator NOUN fcis-3300 102 70 π‘₯5 π‘₯5 PROPN fcis-3300 102 71 difference difference NOUN fcis-3300 102 72 Ξ΄π‘₯ Ξ΄π‘₯ ADV fcis-3300 102 73 : : PUNCT fcis-3300 102 74 the the DET fcis-3300 102 75 difference difference NOUN fcis-3300 102 76 between between ADP fcis-3300 102 77 the the DET fcis-3300 102 78 predicted predict VERB fcis-3300 102 79 five five NUM fcis-3300 102 80 - - PUNCT fcis-3300 102 81 day day NOUN fcis-3300 102 82 mean mean NOUN fcis-3300 102 83 and and CCONJ fcis-3300 102 84 the the DET fcis-3300 102 85 historical historical ADJ fcis-3300 102 86 group group NOUN fcis-3300 102 87 mean mean VERB fcis-3300 102 88 . . PUNCT fcis-3300 103 1 according accord VERB fcis-3300 103 2 to to ADP fcis-3300 103 3 the the DET fcis-3300 103 4 above above ADJ fcis-3300 103 5 five five NUM fcis-3300 103 6 evaluation evaluation NOUN fcis-3300 103 7 indicators indicator NOUN fcis-3300 103 8 , , PUNCT fcis-3300 103 9 100 100 NUM fcis-3300 103 10 securities security NOUN fcis-3300 103 11 are be AUX fcis-3300 103 12 evaluated evaluate VERB fcis-3300 103 13 and and CCONJ fcis-3300 103 14 ranked rank VERB fcis-3300 103 15 in in ADP fcis-3300 103 16 descending descend VERB fcis-3300 103 17 order order NOUN fcis-3300 103 18 , , PUNCT fcis-3300 103 19 and and CCONJ fcis-3300 103 20 the the DET fcis-3300 103 21 following follow VERB fcis-3300 103 22 scores score NOUN fcis-3300 103 23 are be AUX fcis-3300 103 24 obtained obtain VERB fcis-3300 103 25 ( ( PUNCT fcis-3300 103 26 select select VERB fcis-3300 103 27 the the DET fcis-3300 103 28 top top ADJ fcis-3300 103 29 ten ten NUM fcis-3300 103 30 securities security NOUN fcis-3300 103 31 ): ): PUNCT fcis-3300 103 32 table table NOUN fcis-3300 103 33 2 2 NUM fcis-3300 103 34 . . X fcis-3300 103 35 top top ADJ fcis-3300 103 36 ten ten NUM fcis-3300 103 37 securities security NOUN fcis-3300 103 38 name name NOUN fcis-3300 103 39 score score NOUN fcis-3300 104 1 sort sort NOUN fcis-3300 104 2 huayu huayu ADJ fcis-3300 104 3 automobile automobile NOUN fcis-3300 104 4 600741.sh 600741.sh NUM fcis-3300 104 5 1 1 NUM fcis-3300 104 6 1 1 NUM fcis-3300 104 7 kibing kibing NOUN fcis-3300 104 8 group group NOUN fcis-3300 104 9 601636.sh 601636.sh NUM fcis-3300 104 10 0.7335 0.7335 NUM fcis-3300 104 11 2 2 NUM fcis-3300 104 12 weixing weixe VERB fcis-3300 104 13 shares share NOUN fcis-3300 104 14 002003.sz 002003.sz VERB fcis-3300 104 15 0.7266 0.7266 NUM fcis-3300 104 16 3 3 NUM fcis-3300 104 17 yibai yibai NOUN fcis-3300 104 18 pharmaceutical pharmaceutical ADJ fcis-3300 104 19 600594.sh 600594.sh NOUN fcis-3300 104 20 0.7065 0.7065 NUM fcis-3300 104 21 4 4 NUM fcis-3300 104 22 jinke jinke PROPN fcis-3300 104 23 shares share NOUN fcis-3300 104 24 000656.sz 000656.sz NUM fcis-3300 104 25 0.6738 0.6738 NUM fcis-3300 104 26 5 5 NUM fcis-3300 104 27 haili haili NOUN fcis-3300 104 28 de002206.sz de002206.sz NOUN fcis-3300 104 29 0.6704 0.6704 NUM fcis-3300 104 30 6 6 NUM fcis-3300 104 31 sangang sangang PROPN fcis-3300 104 32 minguang minguang PROPN fcis-3300 104 33 002110.sz 002110.sz PROPN fcis-3300 104 34 0.6456 0.6456 PROPN fcis-3300 104 35 7 7 NUM fcis-3300 104 36 longbai longbai NOUN fcis-3300 104 37 group group NOUN fcis-3300 104 38 002601.sz 002601.sz NOUN fcis-3300 104 39 0.6373 0.6373 NUM fcis-3300 104 40 8 8 NUM fcis-3300 104 41 shimao shimao PROPN fcis-3300 104 42 co. co. PROPN fcis-3300 104 43 , , PUNCT fcis-3300 104 44 ltd ltd PROPN fcis-3300 104 45 . . PROPN fcis-3300 104 46 600823.sh 600823.sh NUM fcis-3300 104 47 0.6365 0.6365 NUM fcis-3300 104 48 9 9 NUM fcis-3300 104 49 nangang nangang PROPN fcis-3300 104 50 co. co. PROPN fcis-3300 104 51 , , PUNCT fcis-3300 104 52 ltd ltd PROPN fcis-3300 104 53 . . PROPN fcis-3300 104 54 600282.sh 600282.sh PROPN fcis-3300 104 55 0.6313 0.6313 NUM fcis-3300 104 56 10 10 NUM fcis-3300 104 57 3.4 3.4 NUM fcis-3300 104 58 . . PUNCT fcis-3300 105 1 investment investment NOUN fcis-3300 105 2 strategy strategy NOUN fcis-3300 105 3 formulation formulation NOUN fcis-3300 105 4 the the DET fcis-3300 105 5 dynamic dynamic ADJ fcis-3300 105 6 process process NOUN fcis-3300 105 7 of of ADP fcis-3300 105 8 investment investment NOUN fcis-3300 105 9 strategy strategy NOUN fcis-3300 105 10 formulation formulation NOUN fcis-3300 105 11 is be AUX fcis-3300 105 12 as as SCONJ fcis-3300 105 13 follows follow VERB fcis-3300 105 14 : : PUNCT fcis-3300 105 15 first first ADJ fcis-3300 105 16 step step NOUN fcis-3300 105 17 , , PUNCT fcis-3300 105 18 use use VERB fcis-3300 105 19 raw raw ADJ fcis-3300 105 20 data datum NOUN fcis-3300 105 21 and and CCONJ fcis-3300 105 22 bp bp PROPN fcis-3300 105 23 neural neural ADJ fcis-3300 105 24 network network NOUN fcis-3300 105 25 prediction prediction NOUN fcis-3300 105 26 model model NOUN fcis-3300 105 27 to to PART fcis-3300 105 28 predict predict VERB fcis-3300 105 29 the the DET fcis-3300 105 30 closing closing NOUN fcis-3300 105 31 price price NOUN fcis-3300 105 32 of of ADP fcis-3300 105 33 securities security NOUN fcis-3300 105 34 in in ADP fcis-3300 105 35 the the DET fcis-3300 105 36 next next ADJ fcis-3300 105 37 week week NOUN fcis-3300 105 38 ; ; PUNCT fcis-3300 105 39 second second ADJ fcis-3300 105 40 step step NOUN fcis-3300 105 41 , , PUNCT fcis-3300 105 42 use use VERB fcis-3300 105 43 critic critic ADJ fcis-3300 105 44 method method NOUN fcis-3300 105 45 to to PART fcis-3300 105 46 evaluate evaluate VERB fcis-3300 105 47 and and CCONJ fcis-3300 105 48 score score NOUN fcis-3300 105 49 securities security NOUN fcis-3300 105 50 ; ; PUNCT fcis-3300 105 51 third third ADJ fcis-3300 105 52 step step NOUN fcis-3300 105 53 , , PUNCT fcis-3300 105 54 give give VERB fcis-3300 105 55 the the DET fcis-3300 105 56 portfolio portfolio NOUN fcis-3300 105 57 and and CCONJ fcis-3300 105 58 calculate calculate VERB fcis-3300 105 59 the the DET fcis-3300 105 60 return return NOUN fcis-3300 105 61 based base VERB fcis-3300 105 62 on on ADP fcis-3300 105 63 the the DET fcis-3300 105 64 multi multi ADJ fcis-3300 105 65 - - ADJ fcis-3300 105 66 objective objective ADJ fcis-3300 105 67 linear linear ADJ fcis-3300 105 68 programming programming NOUN fcis-3300 105 69 model model NOUN fcis-3300 105 70 ; ; PUNCT fcis-3300 105 71 in in ADP fcis-3300 105 72 the the DET fcis-3300 105 73 fourth fourth ADJ fcis-3300 105 74 step step NOUN fcis-3300 105 75 , , PUNCT fcis-3300 105 76 the the DET fcis-3300 105 77 original original ADJ fcis-3300 105 78 data datum NOUN fcis-3300 105 79 set set VERB fcis-3300 105 80 is be AUX fcis-3300 105 81 updated update VERB fcis-3300 105 82 weekly weekly ADJ fcis-3300 105 83 and and CCONJ fcis-3300 105 84 the the DET fcis-3300 105 85 first first ADJ fcis-3300 105 86 step step NOUN fcis-3300 105 87 is be AUX fcis-3300 105 88 repeated repeat VERB fcis-3300 105 89 . . PUNCT fcis-3300 106 1 next next ADV fcis-3300 106 2 , , PUNCT fcis-3300 106 3 start start VERB fcis-3300 106 4 to to PART fcis-3300 106 5 make make VERB fcis-3300 106 6 a a DET fcis-3300 106 7 portfolio portfolio NOUN fcis-3300 106 8 of of ADP fcis-3300 106 9 securities security NOUN fcis-3300 106 10 , , PUNCT fcis-3300 106 11 first first ADV fcis-3300 106 12 make make VERB fcis-3300 106 13 a a DET fcis-3300 106 14 portfolio portfolio NOUN fcis-3300 106 15 for for ADP fcis-3300 106 16 the the DET fcis-3300 106 17 first first ADJ fcis-3300 106 18 week week NOUN fcis-3300 106 19 of of ADP fcis-3300 106 20 may may PROPN fcis-3300 106 21 , , PUNCT fcis-3300 106 22 because because SCONJ fcis-3300 106 23 the the DET fcis-3300 106 24 predicted predict VERB fcis-3300 106 25 rate rate NOUN fcis-3300 106 26 of of ADP fcis-3300 106 27 return return NOUN fcis-3300 106 28 in in ADP fcis-3300 106 29 the the DET fcis-3300 106 30 first first ADJ fcis-3300 106 31 week week NOUN fcis-3300 106 32 is be AUX fcis-3300 106 33 1.52%>0 1.52%>0 NUM fcis-3300 106 34 , , PUNCT fcis-3300 106 35 so so SCONJ fcis-3300 106 36 it it PRON fcis-3300 106 37 is be AUX fcis-3300 106 38 possible possible ADJ fcis-3300 106 39 to to PART fcis-3300 106 40 invest invest VERB fcis-3300 106 41 , , PUNCT fcis-3300 106 42 first first ADV fcis-3300 106 43 use use VERB fcis-3300 106 44 the the DET fcis-3300 106 45 original original ADJ fcis-3300 106 46 data datum NOUN fcis-3300 106 47 set set VERB fcis-3300 106 48 and and CCONJ fcis-3300 106 49 bp bp PROPN fcis-3300 106 50 neural neural ADJ fcis-3300 106 51 network network NOUN fcis-3300 106 52 model model NOUN fcis-3300 106 53 to to PART fcis-3300 106 54 predict predict VERB fcis-3300 106 55 the the DET fcis-3300 106 56 closing closing NOUN fcis-3300 106 57 price price NOUN fcis-3300 106 58 of of ADP fcis-3300 106 59 securities security NOUN fcis-3300 106 60 in in ADP fcis-3300 106 61 the the DET fcis-3300 106 62 first first ADJ fcis-3300 106 63 week week NOUN fcis-3300 106 64 of of ADP fcis-3300 106 65 the the DET fcis-3300 106 66 month month NOUN fcis-3300 106 67 , , PUNCT fcis-3300 106 68 and and CCONJ fcis-3300 106 69 then then ADV fcis-3300 106 70 the the DET fcis-3300 106 71 critic critic ADJ fcis-3300 106 72 method method NOUN fcis-3300 106 73 is be AUX fcis-3300 106 74 used use VERB fcis-3300 106 75 to to PART fcis-3300 106 76 evaluate evaluate VERB fcis-3300 106 77 the the DET fcis-3300 106 78 securities security NOUN fcis-3300 106 79 for for ADP fcis-3300 106 80 scoring scoring NOUN fcis-3300 106 81 . . PUNCT fcis-3300 107 1 finally finally ADV fcis-3300 107 2 , , PUNCT fcis-3300 107 3 based base VERB fcis-3300 107 4 on on ADP fcis-3300 107 5 the the DET fcis-3300 107 6 multiobjective multiobjective ADJ fcis-3300 107 7 linear linear PROPN fcis-3300 107 8 programming programming NOUN fcis-3300 107 9 model model NOUN fcis-3300 107 10 , , PUNCT fcis-3300 107 11 the the DET fcis-3300 107 12 portfolio portfolio NOUN fcis-3300 107 13 is be AUX fcis-3300 107 14 given give VERB fcis-3300 107 15 and and CCONJ fcis-3300 107 16 the the DET fcis-3300 107 17 returns return NOUN fcis-3300 107 18 are be AUX fcis-3300 107 19 calculated calculate VERB fcis-3300 107 20 to to PART fcis-3300 107 21 obtain obtain VERB fcis-3300 107 22 the the DET fcis-3300 107 23 following follow VERB fcis-3300 107 24 results result NOUN fcis-3300 107 25 : : PUNCT fcis-3300 107 26 table table NOUN fcis-3300 107 27 3 3 NUM fcis-3300 107 28 . . X fcis-3300 107 29 portfolio portfolio NOUN fcis-3300 107 30 for for ADP fcis-3300 107 31 the the DET fcis-3300 107 32 first first ADJ fcis-3300 107 33 week week NOUN fcis-3300 107 34 of of ADP fcis-3300 107 35 may may AUX fcis-3300 107 36 securities security NOUN fcis-3300 107 37 name name NOUN fcis-3300 107 38 score score NOUN fcis-3300 107 39 sort sort NOUN fcis-3300 107 40 investment investment NOUN fcis-3300 107 41 amount amount NOUN fcis-3300 107 42 jinke jinke NOUN fcis-3300 107 43 shares share NOUN fcis-3300 107 44 000656.sz 000656.sz NUM fcis-3300 107 45 0.6738 0.6738 NUM fcis-3300 107 46 5 5 NUM fcis-3300 107 47 1157489 1157489 NUM fcis-3300 107 48 jizhong jizhong PROPN fcis-3300 107 49 energy energy PROPN fcis-3300 107 50 000937.sz 000937.sz ADJ fcis-3300 107 51 0.39 0.39 NUM fcis-3300 107 52 62 62 NUM fcis-3300 107 53 984831.2 984831.2 NUM fcis-3300 107 54 weixing weixe VERB fcis-3300 107 55 shares share NOUN fcis-3300 107 56 002003.sz 002003.sz NOUN fcis-3300 107 57 0.7266 0.7266 NUM fcis-3300 107 58 3 3 NUM fcis-3300 107 59 1351060 1351060 NUM fcis-3300 107 60 c&d c&d PROPN fcis-3300 107 61 inc inc PROPN fcis-3300 107 62 . . PROPN fcis-3300 107 63 600153.sh 600153.sh NOUN fcis-3300 108 1 0.4381 0.4381 NUM fcis-3300 108 2 49 49 NUM fcis-3300 108 3 923789.1 923789.1 NUM fcis-3300 108 4 yankuang yankuang NOUN fcis-3300 108 5 energy energy NOUN fcis-3300 108 6 600188.sh 600188.sh ADP fcis-3300 108 7 0.5993 0.5993 NUM fcis-3300 108 8 14 14 NUM fcis-3300 108 9 1921711 1921711 NUM fcis-3300 108 10 first first ADJ fcis-3300 108 11 open open ADJ fcis-3300 108 12 shares share NOUN fcis-3300 108 13 600376.sh 600376.sh NOUN fcis-3300 108 14 0.5272 0.5272 NUM fcis-3300 108 15 twentythree twentythree NOUN fcis-3300 108 16 338674.5 338674.5 NUM fcis-3300 108 17 gemdale gemdale NOUN fcis-3300 108 18 group group NOUN fcis-3300 108 19 600383.sh 600383.sh NOUN fcis-3300 108 20 0.2155 0.2155 NUM fcis-3300 108 21 95 95 NUM fcis-3300 108 22 962698.9 962698.9 NUM fcis-3300 108 23 maanshan maanshan NOUN fcis-3300 108 24 iron iron NOUN fcis-3300 108 25 & & CCONJ fcis-3300 108 26 steel steel PROPN fcis-3300 108 27 co. co. PROPN fcis-3300 108 28 , , PUNCT fcis-3300 108 29 ltd ltd PROPN fcis-3300 108 30 . . PROPN fcis-3300 108 31 600808.sh 600808.sh NOUN fcis-3300 108 32 0.4724 0.4724 NUM fcis-3300 109 1 39 39 NUM fcis-3300 109 2 1275520 1275520 NUM fcis-3300 109 3 pingmei pingmei PROPN fcis-3300 109 4 co. co. PROPN fcis-3300 109 5 , , PUNCT fcis-3300 109 6 ltd ltd PROPN fcis-3300 109 7 . . PROPN fcis-3300 109 8 601666.sh 601666.sh VERB fcis-3300 109 9 0.3824 0.3824 NUM fcis-3300 109 10 64 64 NUM fcis-3300 109 11 1282602 1282602 NUM fcis-3300 109 12 china china PROPN fcis-3300 109 13 architecture architecture NOUN fcis-3300 109 14 601668.sh 601668.sh VERB fcis-3300 109 15 0.318 0.318 NUM fcis-3300 109 16 83 83 NUM fcis-3300 109 17 1306208 1306208 NUM fcis-3300 109 18 among among ADP fcis-3300 109 19 them they PRON fcis-3300 109 20 , , PUNCT fcis-3300 109 21 the the DET fcis-3300 109 22 income income NOUN fcis-3300 109 23 is be AUX fcis-3300 109 24 693,000 693,000 NUM fcis-3300 109 25 , , PUNCT fcis-3300 109 26 so so CCONJ fcis-3300 109 27 the the DET fcis-3300 109 28 total total ADJ fcis-3300 109 29 investment investment NOUN fcis-3300 109 30 amount amount NOUN fcis-3300 109 31 to to PART fcis-3300 109 32 update update VERB fcis-3300 109 33 is be AUX fcis-3300 109 34 100,693,000 100,693,000 NUM fcis-3300 109 35 yuan yuan NOUN fcis-3300 109 36 , , PUNCT fcis-3300 109 37 and and CCONJ fcis-3300 109 38 it it PRON fcis-3300 109 39 is be AUX fcis-3300 109 40 predicted predict VERB fcis-3300 109 41 that that SCONJ fcis-3300 109 42 the the DET fcis-3300 109 43 income income NOUN fcis-3300 109 44 in in ADP fcis-3300 109 45 the the DET fcis-3300 109 46 second second ADJ fcis-3300 109 47 week week NOUN fcis-3300 109 48 is be AUX fcis-3300 109 49 1.02 1.02 NUM fcis-3300 109 50 % % NOUN fcis-3300 109 51 > > X fcis-3300 109 52 0 0 NUM fcis-3300 109 53 , , PUNCT fcis-3300 109 54 so so SCONJ fcis-3300 109 55 it it PRON fcis-3300 109 56 is be AUX fcis-3300 109 57 possible possible ADJ fcis-3300 109 58 to to PART fcis-3300 109 59 invest invest VERB fcis-3300 109 60 , , PUNCT fcis-3300 109 61 update update VERB fcis-3300 109 62 the the DET fcis-3300 109 63 data datum NOUN fcis-3300 109 64 and and CCONJ fcis-3300 109 65 start start VERB fcis-3300 109 66 to to PART fcis-3300 109 67 predict predict VERB fcis-3300 109 68 the the DET fcis-3300 109 69 stock stock NOUN fcis-3300 109 70 price price NOUN fcis-3300 109 71 of of ADP fcis-3300 109 72 the the DET fcis-3300 109 73 second second ADJ fcis-3300 109 74 week week NOUN fcis-3300 109 75 of of ADP fcis-3300 109 76 the the DET fcis-3300 109 77 month month NOUN fcis-3300 109 78 with with ADP fcis-3300 109 79 the the DET fcis-3300 109 80 updated update VERB fcis-3300 109 81 data datum NOUN fcis-3300 109 82 set set VERB fcis-3300 109 83 and and CCONJ fcis-3300 109 84 bp bp PROPN fcis-3300 109 85 neural neural ADJ fcis-3300 109 86 network network NOUN fcis-3300 109 87 prediction prediction NOUN fcis-3300 109 88 model model NOUN fcis-3300 109 89 , , PUNCT fcis-3300 109 90 and and CCONJ fcis-3300 109 91 then then ADV fcis-3300 109 92 based base VERB fcis-3300 109 93 on on ADP fcis-3300 109 94 the the DET fcis-3300 109 95 multi multi ADJ fcis-3300 109 96 - - ADJ fcis-3300 109 97 objective objective ADJ fcis-3300 109 98 programming programming NOUN fcis-3300 109 99 model model NOUN fcis-3300 109 100 , , PUNCT fcis-3300 109 101 the the DET fcis-3300 109 102 portfolio portfolio NOUN fcis-3300 109 103 is be AUX fcis-3300 109 104 given give VERB fcis-3300 109 105 and and CCONJ fcis-3300 109 106 the the DET fcis-3300 109 107 returns return NOUN fcis-3300 109 108 are be AUX fcis-3300 109 109 calculated calculate VERB fcis-3300 109 110 to to PART fcis-3300 109 111 obtain obtain VERB fcis-3300 109 112 the the DET fcis-3300 109 113 following follow VERB fcis-3300 109 114 results result NOUN fcis-3300 109 115 : : PUNCT fcis-3300 109 116 table table NOUN fcis-3300 109 117 4 4 NUM fcis-3300 109 118 . . PUNCT fcis-3300 110 1 portfolio portfolio NOUN fcis-3300 110 2 for for ADP fcis-3300 110 3 the the DET fcis-3300 110 4 second second ADJ fcis-3300 110 5 week week NOUN fcis-3300 110 6 of of ADP fcis-3300 110 7 may may AUX fcis-3300 110 8 securities security NOUN fcis-3300 110 9 name name NOUN fcis-3300 110 10 score score NOUN fcis-3300 110 11 sort sort NOUN fcis-3300 110 12 investment investment NOUN fcis-3300 110 13 amount amount NOUN fcis-3300 110 14 zhongnan zhongnan PROPN fcis-3300 110 15 construction construction PROPN fcis-3300 110 16 000961.sz 000961.sz VERB fcis-3300 110 17 0.6094 0.6094 NUM fcis-3300 110 18 11 11 NUM fcis-3300 110 19 466591.4 466591.4 NUM fcis-3300 110 20 weixing weixe VERB fcis-3300 110 21 shares share NOUN fcis-3300 110 22 002003.sz 002003.sz VERB fcis-3300 110 23 0.7266 0.7266 NUM fcis-3300 110 24 3 3 NUM fcis-3300 110 25 1016011 1016011 NUM fcis-3300 110 26 luyang luyang PROPN fcis-3300 110 27 energy energy NOUN fcis-3300 110 28 saving save VERB fcis-3300 110 29 002088.sz 002088.sz PROPN fcis-3300 110 30 0.5615 0.5615 NUM fcis-3300 110 31 18 18 NUM fcis-3300 110 32 944199 944199 NUM fcis-3300 110 33 yutong yutong NOUN fcis-3300 110 34 bus bus NOUN fcis-3300 110 35 600066.sh 600066.sh NOUN fcis-3300 110 36 0.4564 0.4564 NUM fcis-3300 110 37 44 44 NUM fcis-3300 110 38 303584.5 303584.5 NUM fcis-3300 110 39 yankuang yankuang PROPN fcis-3300 110 40 energy energy NOUN fcis-3300 110 41 600188.sh 600188.sh ADP fcis-3300 110 42 0.5993 0.5993 NUM fcis-3300 110 43 14 14 NUM fcis-3300 110 44 684017.7 684017.7 NUM fcis-3300 110 45 huayang huayang PROPN fcis-3300 110 46 shares share NOUN fcis-3300 110 47 600348.sh 600348.sh VERB fcis-3300 110 48 0.4643 0.4643 NUM fcis-3300 110 49 42 42 NUM fcis-3300 110 50 785756.9 785756.9 NUM fcis-3300 110 51 yibai yibai NOUN fcis-3300 110 52 pharmaceutical pharmaceutical NOUN fcis-3300 110 53 600594.sh 600594.sh NOUN fcis-3300 110 54 0.7065 0.7065 NUM fcis-3300 110 55 4 4 NUM fcis-3300 110 56 1046788 1046788 NUM fcis-3300 110 57 sifang sifang NOUN fcis-3300 110 58 shares share NOUN fcis-3300 110 59 601126.sh 601126.sh VERB fcis-3300 110 60 0.5461 0.5461 NUM fcis-3300 110 61 20 20 NUM fcis-3300 110 62 258392.2 258392.2 NUM fcis-3300 110 63 kibing kibing NOUN fcis-3300 110 64 group group NOUN fcis-3300 110 65 601636.sh 601636.sh NUM fcis-3300 110 66 0.7335 0.7335 NUM fcis-3300 110 67 2 2 NUM fcis-3300 110 68 821044.2 821044.2 NUM fcis-3300 110 69 buchang buchang NOUN fcis-3300 110 70 pharmaceutical pharmaceutical NOUN fcis-3300 110 71 603858.sh 603858.sh NOUN fcis-3300 110 72 0.4185 0.4185 NUM fcis-3300 110 73 52 52 NUM fcis-3300 110 74 683167.8 683167.8 NUM fcis-3300 110 75 among among ADP fcis-3300 110 76 them they PRON fcis-3300 110 77 , , PUNCT fcis-3300 110 78 the the DET fcis-3300 110 79 income income NOUN fcis-3300 110 80 is be AUX fcis-3300 110 81 592074.8 592074.8 NUM fcis-3300 110 82 , , PUNCT fcis-3300 110 83 so so ADV fcis-3300 110 84 the the DET fcis-3300 110 85 updated update VERB fcis-3300 110 86 investment investment NOUN fcis-3300 110 87 amount amount NOUN fcis-3300 110 88 is be AUX fcis-3300 110 89 101285074.8 101285074.8 NUM fcis-3300 110 90 yuan yuan NOUN fcis-3300 110 91 , , PUNCT fcis-3300 110 92 and and CCONJ fcis-3300 110 93 the the DET fcis-3300 110 94 predicted predict VERB fcis-3300 110 95 return return NOUN fcis-3300 110 96 rate rate NOUN fcis-3300 110 97 in in ADP fcis-3300 110 98 the the DET fcis-3300 110 99 third third ADJ fcis-3300 110 100 week week NOUN fcis-3300 110 101 is be AUX fcis-3300 110 102 1.25%>0 1.25%>0 NUM fcis-3300 110 103 , , PUNCT fcis-3300 110 104 so so SCONJ fcis-3300 110 105 it it PRON fcis-3300 110 106 is be AUX fcis-3300 110 107 possible possible ADJ fcis-3300 110 108 to to PART fcis-3300 110 109 invest invest VERB fcis-3300 110 110 . . PUNCT fcis-3300 111 1 similarly similarly ADV fcis-3300 111 2 , , PUNCT fcis-3300 111 3 the the DET fcis-3300 111 4 following follow VERB fcis-3300 111 5 results result NOUN fcis-3300 111 6 can can AUX fcis-3300 111 7 be be AUX fcis-3300 111 8 obtained obtain VERB fcis-3300 111 9 : : PUNCT fcis-3300 111 10 table table NOUN fcis-3300 111 11 5 5 NUM fcis-3300 111 12 . . PUNCT fcis-3300 111 13 portfolio portfolio NOUN fcis-3300 111 14 for for ADP fcis-3300 111 15 the the DET fcis-3300 111 16 third third ADJ fcis-3300 111 17 week week NOUN fcis-3300 111 18 of of ADP fcis-3300 111 19 may may AUX fcis-3300 111 20 securities security NOUN fcis-3300 111 21 name name NOUN fcis-3300 111 22 score score NOUN fcis-3300 111 23 sort sort NOUN fcis-3300 111 24 investment investment NOUN fcis-3300 111 25 amount amount NOUN fcis-3300 111 26 zhongnan zhongnan PROPN fcis-3300 111 27 construction construction PROPN fcis-3300 111 28 000961.sz 000961.sz VERB fcis-3300 111 29 0.6094 0.6094 NUM fcis-3300 111 30 11 11 NUM fcis-3300 111 31 465932.7 465932.7 NUM fcis-3300 111 32 weixing weixe VERB fcis-3300 111 33 shares share NOUN fcis-3300 111 34 002003.sz 002003.sz VERB fcis-3300 111 35 0.7266 0.7266 NUM fcis-3300 111 36 3 3 NUM fcis-3300 111 37 927777.7 927777.7 NUM fcis-3300 111 38 yankuang yankuang NOUN fcis-3300 111 39 energy energy NOUN fcis-3300 111 40 600188.sh 600188.sh ADP fcis-3300 111 41 0.5993 0.5993 NUM fcis-3300 111 42 14 14 NUM fcis-3300 111 43 584969.5 584969.5 NUM fcis-3300 111 44 huayang huayang PROPN fcis-3300 111 45 shares share NOUN fcis-3300 111 46 600348.sh 600348.sh VERB fcis-3300 111 47 0.4643 0.4643 NUM fcis-3300 111 48 42 42 NUM fcis-3300 111 49 673381.9 673381.9 NUM fcis-3300 111 50 yibai yibai NOUN fcis-3300 111 51 pharmaceutical pharmaceutical ADJ fcis-3300 111 52 600594.sh 600594.sh NOUN fcis-3300 111 53 0.7065 0.7065 NUM fcis-3300 111 54 4 4 NUM fcis-3300 111 55 758596.2 758596.2 NUM fcis-3300 111 56 greenland greenland NOUN fcis-3300 111 57 holdings holding NOUN fcis-3300 111 58 600606.sh 600606.sh VERB fcis-3300 111 59 0.573 0.573 NUM fcis-3300 111 60 17 17 NUM fcis-3300 111 61 943337.3 943337.3 NUM fcis-3300 111 62 china china PROPN fcis-3300 111 63 shenhua shenhua PROPN fcis-3300 111 64 601088.sh 601088.sh PROPN fcis-3300 111 65 0.2799 0.2799 NUM fcis-3300 111 66 89 89 NUM fcis-3300 111 67 722806.8 722806.8 NUM fcis-3300 111 68 sifang sifang NOUN fcis-3300 111 69 shares share NOUN fcis-3300 111 70 601126.sh 601126.sh VERB fcis-3300 111 71 0.5461 0.5461 NUM fcis-3300 111 72 20 20 NUM fcis-3300 111 73 462658.7 462658.7 NUM fcis-3300 111 74 shaanxi shaanxi NOUN fcis-3300 111 75 coal coal NOUN fcis-3300 111 76 industry industry NOUN fcis-3300 111 77 601225.sh 601225.sh VERB fcis-3300 111 78 0.3739 0.3739 NUM fcis-3300 111 79 66 66 NUM fcis-3300 111 80 353900.1 353900.1 NUM fcis-3300 111 81 kibing kibing NOUN fcis-3300 111 82 group group NOUN fcis-3300 111 83 601636.sh 601636.sh NOUN fcis-3300 111 84 0.7335 0.7335 NUM fcis-3300 111 85 2 2 NUM fcis-3300 111 86 575309.9 575309.9 NUM fcis-3300 111 87 among among ADP fcis-3300 111 88 them they PRON fcis-3300 111 89 , , PUNCT fcis-3300 111 90 the the DET fcis-3300 111 91 income income NOUN fcis-3300 111 92 is be AUX fcis-3300 111 93 649912.6 649912.6 NUM fcis-3300 111 94 , , PUNCT fcis-3300 111 95 so so CCONJ fcis-3300 111 96 the the DET fcis-3300 111 97 updated update VERB fcis-3300 111 98 investment investment NOUN fcis-3300 111 99 amount amount NOUN fcis-3300 111 100 is be AUX fcis-3300 111 101 101934987.4 101934987.4 NUM fcis-3300 111 102 yuan yuan NOUN fcis-3300 111 103 , , PUNCT fcis-3300 111 104 and and CCONJ fcis-3300 111 105 the the DET fcis-3300 111 106 predicted predict VERB fcis-3300 111 107 rate rate NOUN fcis-3300 111 108 of of ADP fcis-3300 111 109 return return NOUN fcis-3300 111 110 for for ADP fcis-3300 111 111 the the DET fcis-3300 111 112 fourth fourth ADJ fcis-3300 111 113 week week NOUN fcis-3300 111 114 is be AUX fcis-3300 111 115 -0.0015 -0.0015 X fcis-3300 111 116 < < X fcis-3300 111 117 0 0 X fcis-3300 111 118 . . PUNCT fcis-3300 112 1 since since SCONJ fcis-3300 112 2 the the DET fcis-3300 112 3 predicted predict VERB fcis-3300 112 4 profit profit NOUN fcis-3300 112 5 rate rate NOUN fcis-3300 112 6 is be AUX fcis-3300 112 7 negative negative ADJ fcis-3300 112 8 , , PUNCT fcis-3300 112 9 the the DET fcis-3300 112 10 market market NOUN fcis-3300 112 11 environment environment NOUN fcis-3300 112 12 is be AUX fcis-3300 112 13 not not PART fcis-3300 112 14 suitable suitable ADJ fcis-3300 112 15 for for ADP fcis-3300 112 16 investment investment NOUN fcis-3300 112 17 , , PUNCT fcis-3300 112 18 and and CCONJ fcis-3300 112 19 no no DET fcis-3300 112 20 portfolio portfolio NOUN fcis-3300 112 21 selection selection NOUN fcis-3300 112 22 should should AUX fcis-3300 112 23 be be AUX fcis-3300 112 24 made make VERB fcis-3300 112 25 . . PUNCT fcis-3300 113 1 short short ADJ fcis-3300 113 2 positions position NOUN fcis-3300 113 3 should should AUX fcis-3300 113 4 be be AUX fcis-3300 113 5 chosen choose VERB fcis-3300 113 6 to to PART fcis-3300 113 7 maintain maintain VERB fcis-3300 113 8 business business NOUN fcis-3300 113 9 operations operation NOUN fcis-3300 113 10 and and CCONJ fcis-3300 113 11 avoid avoid VERB fcis-3300 113 12 losses loss NOUN fcis-3300 113 13 caused cause VERB fcis-3300 113 14 by by ADP fcis-3300 113 15 capital capital NOUN fcis-3300 113 16 flows flow NOUN fcis-3300 113 17 . . PUNCT fcis-3300 114 1 after after ADP fcis-3300 114 2 one one NUM fcis-3300 114 3 month month NOUN fcis-3300 114 4 's 's PART fcis-3300 114 5 prediction prediction NOUN fcis-3300 114 6 , , PUNCT fcis-3300 114 7 evaluation evaluation NOUN fcis-3300 114 8 and and CCONJ fcis-3300 114 9 analysis analysis NOUN fcis-3300 114 10 of of ADP fcis-3300 114 11 the the DET fcis-3300 114 12 relevant relevant ADJ fcis-3300 114 13 data datum NOUN fcis-3300 114 14 obtained obtain VERB fcis-3300 114 15 , , PUNCT fcis-3300 114 16 according accord VERB fcis-3300 114 17 to to ADP fcis-3300 114 18 the the DET fcis-3300 114 19 objective objective ADJ fcis-3300 114 20 function function NOUN fcis-3300 114 21 and and CCONJ fcis-3300 114 22 constraints constraint NOUN fcis-3300 114 23 , , PUNCT fcis-3300 114 24 a a DET fcis-3300 114 25 portfolio portfolio NOUN fcis-3300 114 26 of of ADP fcis-3300 114 27 100 100 NUM fcis-3300 114 28 securities security NOUN fcis-3300 114 29 was be AUX fcis-3300 114 30 obtained obtain VERB fcis-3300 114 31 , , PUNCT fcis-3300 114 32 and and CCONJ fcis-3300 114 33 the the DET fcis-3300 114 34 asset asset NOUN fcis-3300 114 35 allocation allocation NOUN fcis-3300 114 36 strategy strategy NOUN fcis-3300 114 37 was be AUX fcis-3300 114 38 completed complete VERB fcis-3300 114 39 . . PUNCT fcis-3300 115 1 in in ADP fcis-3300 115 2 this this DET fcis-3300 115 3 month month NOUN fcis-3300 115 4 , , PUNCT fcis-3300 115 5 the the DET fcis-3300 115 6 asset asset NOUN fcis-3300 115 7 allocation allocation NOUN fcis-3300 115 8 strategy strategy NOUN fcis-3300 115 9 included include VERB fcis-3300 115 10 the the DET fcis-3300 115 11 use use NOUN fcis-3300 115 12 of of ADP fcis-3300 115 13 disposal disposal NOUN fcis-3300 115 14 136 136 NUM fcis-3300 115 15 capital capital NOUN fcis-3300 115 16 to to PART fcis-3300 115 17 complete complete VERB fcis-3300 115 18 the the DET fcis-3300 115 19 initial initial ADJ fcis-3300 115 20 position position NOUN fcis-3300 115 21 building building NOUN fcis-3300 115 22 , , PUNCT fcis-3300 115 23 and and CCONJ fcis-3300 115 24 two two NUM fcis-3300 115 25 positions position NOUN fcis-3300 115 26 were be AUX fcis-3300 115 27 adjusted adjust VERB fcis-3300 115 28 according accord VERB fcis-3300 115 29 to to ADP fcis-3300 115 30 the the DET fcis-3300 115 31 optimal optimal ADJ fcis-3300 115 32 asset asset NOUN fcis-3300 115 33 portfolio portfolio NOUN fcis-3300 115 34 . . PUNCT fcis-3300 116 1 since since SCONJ fcis-3300 116 2 the the DET fcis-3300 116 3 predicted predict VERB fcis-3300 116 4 return return NOUN fcis-3300 116 5 rate rate NOUN fcis-3300 116 6 in in ADP fcis-3300 116 7 the the DET fcis-3300 116 8 fourth fourth ADJ fcis-3300 116 9 week week NOUN fcis-3300 116 10 was be AUX fcis-3300 116 11 negative negative ADJ fcis-3300 116 12 , , PUNCT fcis-3300 116 13 the the DET fcis-3300 116 14 short short ADJ fcis-3300 116 15 position position NOUN fcis-3300 116 16 was be AUX fcis-3300 116 17 adopted adopt VERB fcis-3300 116 18 . . PUNCT fcis-3300 117 1 the the DET fcis-3300 117 2 four four NUM fcis-3300 117 3 asset asset NOUN fcis-3300 117 4 allocations allocation NOUN fcis-3300 117 5 reflect reflect VERB fcis-3300 117 6 the the DET fcis-3300 117 7 asset asset NOUN fcis-3300 117 8 allocation allocation NOUN fcis-3300 117 9 process process NOUN fcis-3300 117 10 that that PRON fcis-3300 117 11 needs need VERB fcis-3300 117 12 to to PART fcis-3300 117 13 be be AUX fcis-3300 117 14 completed complete VERB fcis-3300 117 15 in in ADP fcis-3300 117 16 the the DET fcis-3300 117 17 actual actual ADJ fcis-3300 117 18 situation situation NOUN fcis-3300 117 19 , , PUNCT fcis-3300 117 20 so so SCONJ fcis-3300 117 21 it it PRON fcis-3300 117 22 can can AUX fcis-3300 117 23 be be AUX fcis-3300 117 24 concluded conclude VERB fcis-3300 117 25 that that SCONJ fcis-3300 117 26 the the DET fcis-3300 117 27 investment investment NOUN fcis-3300 117 28 strategy strategy NOUN fcis-3300 117 29 used use VERB fcis-3300 117 30 in in ADP fcis-3300 117 31 this this DET fcis-3300 117 32 paper paper NOUN fcis-3300 117 33 is be AUX fcis-3300 117 34 feasible feasible ADJ fcis-3300 117 35 and and CCONJ fcis-3300 117 36 effective effective ADJ fcis-3300 117 37 . . PUNCT fcis-3300 118 1 by by ADP fcis-3300 118 2 analogy analogy NOUN fcis-3300 118 3 , , PUNCT fcis-3300 118 4 the the DET fcis-3300 118 5 above above ADJ fcis-3300 118 6 model model NOUN fcis-3300 118 7 can can AUX fcis-3300 118 8 be be AUX fcis-3300 118 9 used use VERB fcis-3300 118 10 to to PART fcis-3300 118 11 effectively effectively ADV fcis-3300 118 12 complete complete VERB fcis-3300 118 13 the the DET fcis-3300 118 14 asset asset NOUN fcis-3300 118 15 allocation allocation NOUN fcis-3300 118 16 strategy strategy NOUN fcis-3300 118 17 for for ADP fcis-3300 118 18 subsequent subsequent ADJ fcis-3300 118 19 data datum NOUN fcis-3300 118 20 . . PUNCT fcis-3300 119 1 4 4 X fcis-3300 119 2 . . X fcis-3300 119 3 conclusions conclusion NOUN fcis-3300 119 4 based base VERB fcis-3300 119 5 on on ADP fcis-3300 119 6 the the DET fcis-3300 119 7 investment investment NOUN fcis-3300 119 8 portfolio portfolio NOUN fcis-3300 119 9 optimization optimization NOUN fcis-3300 119 10 problem problem NOUN fcis-3300 119 11 in in ADP fcis-3300 119 12 the the DET fcis-3300 119 13 ideal ideal ADJ fcis-3300 119 14 market market NOUN fcis-3300 119 15 environment environment NOUN fcis-3300 119 16 , , PUNCT fcis-3300 119 17 this this DET fcis-3300 119 18 article article NOUN fcis-3300 119 19 uses use VERB fcis-3300 119 20 the the DET fcis-3300 119 21 bp bp PROPN fcis-3300 119 22 neural neural PROPN fcis-3300 119 23 network network NOUN fcis-3300 119 24 model model NOUN fcis-3300 119 25 to to PART fcis-3300 119 26 predict predict VERB fcis-3300 119 27 and and CCONJ fcis-3300 119 28 uses use VERB fcis-3300 119 29 the the DET fcis-3300 119 30 critic critic ADJ fcis-3300 119 31 method method NOUN fcis-3300 119 32 to to PART fcis-3300 119 33 evaluate evaluate VERB fcis-3300 119 34 and and CCONJ fcis-3300 119 35 score score NOUN fcis-3300 119 36 securities security NOUN fcis-3300 119 37 . . PUNCT fcis-3300 120 1 finally finally ADV fcis-3300 120 2 , , PUNCT fcis-3300 120 3 a a DET fcis-3300 120 4 multi multi ADJ fcis-3300 120 5 - - ADJ fcis-3300 120 6 objective objective ADJ fcis-3300 120 7 linear linear ADJ fcis-3300 120 8 programming programming NOUN fcis-3300 120 9 model model NOUN fcis-3300 120 10 is be AUX fcis-3300 120 11 established establish VERB fcis-3300 120 12 with with ADP fcis-3300 120 13 the the DET fcis-3300 120 14 goal goal NOUN fcis-3300 120 15 of of ADP fcis-3300 120 16 maximizing maximize VERB fcis-3300 120 17 returns return NOUN fcis-3300 120 18 and and CCONJ fcis-3300 120 19 evaluation evaluation NOUN fcis-3300 120 20 scores score NOUN fcis-3300 120 21 . . PUNCT fcis-3300 121 1 compared compare VERB fcis-3300 121 2 with with ADP fcis-3300 121 3 the the DET fcis-3300 121 4 existing exist VERB fcis-3300 121 5 investment investment NOUN fcis-3300 121 6 portfolio portfolio NOUN fcis-3300 121 7 optimization optimization NOUN fcis-3300 121 8 methods method NOUN fcis-3300 121 9 , , PUNCT fcis-3300 121 10 the the DET fcis-3300 121 11 method method NOUN fcis-3300 121 12 proposed propose VERB fcis-3300 121 13 in in ADP fcis-3300 121 14 this this DET fcis-3300 121 15 article article NOUN fcis-3300 121 16 has have VERB fcis-3300 121 17 the the DET fcis-3300 121 18 following following ADJ fcis-3300 121 19 advantages advantage NOUN fcis-3300 121 20 : : PUNCT fcis-3300 121 21 the the DET fcis-3300 121 22 prediction prediction NOUN fcis-3300 121 23 model model NOUN fcis-3300 121 24 is be AUX fcis-3300 121 25 relatively relatively ADV fcis-3300 121 26 accurate accurate ADJ fcis-3300 121 27 and and CCONJ fcis-3300 121 28 the the DET fcis-3300 121 29 evaluation evaluation NOUN fcis-3300 121 30 model model NOUN fcis-3300 121 31 score score NOUN fcis-3300 121 32 is be AUX fcis-3300 121 33 objective objective ADJ fcis-3300 121 34 and and CCONJ fcis-3300 121 35 effective effective ADJ fcis-3300 121 36 ; ; PUNCT fcis-3300 121 37 the the DET fcis-3300 121 38 multi multi ADJ fcis-3300 121 39 - - ADJ fcis-3300 121 40 objective objective ADJ fcis-3300 121 41 linear linear ADJ fcis-3300 121 42 programming programming NOUN fcis-3300 121 43 model model NOUN fcis-3300 121 44 established establish VERB fcis-3300 121 45 in in ADP fcis-3300 121 46 this this DET fcis-3300 121 47 article article NOUN fcis-3300 121 48 has have VERB fcis-3300 121 49 certain certain ADJ fcis-3300 121 50 applicability applicability NOUN fcis-3300 121 51 and and CCONJ fcis-3300 121 52 has have VERB fcis-3300 121 53 a a DET fcis-3300 121 54 high high ADJ fcis-3300 121 55 reference reference NOUN fcis-3300 121 56 value value NOUN fcis-3300 121 57 and and CCONJ fcis-3300 121 58 flexibility flexibility NOUN fcis-3300 121 59 ; ; PUNCT fcis-3300 121 60 this this DET fcis-3300 121 61 article article NOUN fcis-3300 121 62 uses use VERB fcis-3300 121 63 matlab matlab PROPN fcis-3300 121 64 software software NOUN fcis-3300 121 65 for for ADP fcis-3300 121 66 prediction prediction NOUN fcis-3300 121 67 , , PUNCT fcis-3300 121 68 evaluation evaluation NOUN fcis-3300 121 69 and and CCONJ fcis-3300 121 70 scoring scoring NOUN fcis-3300 121 71 , , PUNCT fcis-3300 121 72 and and CCONJ fcis-3300 121 73 uses use VERB fcis-3300 121 74 lingo lingo NOUN fcis-3300 121 75 software software NOUN fcis-3300 121 76 to to PART fcis-3300 121 77 optimize optimize VERB fcis-3300 121 78 the the DET fcis-3300 121 79 multi multi ADJ fcis-3300 121 80 - - ADJ fcis-3300 121 81 objective objective ADJ fcis-3300 121 82 linear linear ADJ fcis-3300 121 83 programming programming NOUN fcis-3300 121 84 model model NOUN fcis-3300 121 85 , , PUNCT fcis-3300 121 86 which which PRON fcis-3300 121 87 greatly greatly ADV fcis-3300 121 88 saves save VERB fcis-3300 121 89 computing computing NOUN fcis-3300 121 90 time time NOUN fcis-3300 121 91 and and CCONJ fcis-3300 121 92 is be AUX fcis-3300 121 93 not not PART fcis-3300 121 94 lacking lack VERB fcis-3300 121 95 in in ADP fcis-3300 121 96 accuracy accuracy NOUN fcis-3300 121 97 ; ; PUNCT fcis-3300 121 98 the the DET fcis-3300 121 99 investment investment NOUN fcis-3300 121 100 portfolio portfolio NOUN fcis-3300 121 101 optimization optimization NOUN fcis-3300 121 102 method method NOUN fcis-3300 121 103 in in ADP fcis-3300 121 104 this this DET fcis-3300 121 105 article article NOUN fcis-3300 121 106 has have VERB fcis-3300 121 107 greater great ADJ fcis-3300 121 108 universality universality NOUN fcis-3300 121 109 , , PUNCT fcis-3300 121 110 that that ADV fcis-3300 121 111 is is ADV fcis-3300 121 112 , , PUNCT fcis-3300 121 113 the the DET fcis-3300 121 114 hierarchy hierarchy NOUN fcis-3300 121 115 is be AUX fcis-3300 121 116 easy easy ADJ fcis-3300 121 117 to to PART fcis-3300 121 118 understand understand VERB fcis-3300 121 119 but but CCONJ fcis-3300 121 120 not not PART fcis-3300 121 121 lacking lack VERB fcis-3300 121 122 in in ADP fcis-3300 121 123 reliability reliability NOUN fcis-3300 121 124 and and CCONJ fcis-3300 121 125 accuracy accuracy NOUN fcis-3300 121 126 ; ; PUNCT fcis-3300 121 127 this this DET fcis-3300 121 128 article article NOUN fcis-3300 121 129 also also ADV fcis-3300 121 130 has have VERB fcis-3300 121 131 certain certain ADJ fcis-3300 121 132 guiding guiding NOUN fcis-3300 121 133 value value NOUN fcis-3300 121 134 for for ADP fcis-3300 121 135 ordinary ordinary ADJ fcis-3300 121 136 investors investor NOUN fcis-3300 121 137 , , PUNCT fcis-3300 121 138 that that ADV fcis-3300 121 139 is is ADV fcis-3300 121 140 , , PUNCT fcis-3300 121 141 it it PRON fcis-3300 121 142 can can AUX fcis-3300 121 143 be be AUX fcis-3300 121 144 invested invest VERB fcis-3300 121 145 in in ADP fcis-3300 121 146 a a DET fcis-3300 121 147 simpler simple ADJ fcis-3300 121 148 but but CCONJ fcis-3300 121 149 accurate accurate ADJ fcis-3300 121 150 method method NOUN fcis-3300 121 151 , , PUNCT fcis-3300 121 152 and and CCONJ fcis-3300 121 153 it it PRON fcis-3300 121 154 is be AUX fcis-3300 121 155 flexible flexible ADJ fcis-3300 121 156 and and CCONJ fcis-3300 121 157 can can AUX fcis-3300 121 158 be be AUX fcis-3300 121 159 further far ADV fcis-3300 121 160 optimized optimize VERB fcis-3300 121 161 according accord VERB fcis-3300 121 162 to to ADP fcis-3300 121 163 actual actual ADJ fcis-3300 121 164 scenarios scenario NOUN fcis-3300 121 165 . . PUNCT fcis-3300 121 166 . . PUNCT fcis-3300 122 1 subsequent subsequent ADJ fcis-3300 122 2 research research NOUN fcis-3300 122 3 can can AUX fcis-3300 122 4 be be AUX fcis-3300 122 5 carried carry VERB fcis-3300 122 6 out out ADP fcis-3300 122 7 from from ADP fcis-3300 122 8 the the DET fcis-3300 122 9 three three NUM fcis-3300 122 10 perspectives perspective NOUN fcis-3300 122 11 of of ADP fcis-3300 122 12 adding add VERB fcis-3300 122 13 optimization optimization NOUN fcis-3300 122 14 operators operator NOUN fcis-3300 122 15 to to PART fcis-3300 122 16 improve improve VERB fcis-3300 122 17 the the DET fcis-3300 122 18 optimization optimization NOUN fcis-3300 122 19 prediction prediction NOUN fcis-3300 122 20 model model NOUN fcis-3300 122 21 , , PUNCT fcis-3300 122 22 considering consider VERB fcis-3300 122 23 factors factor NOUN fcis-3300 122 24 such such ADJ fcis-3300 122 25 as as ADP fcis-3300 122 26 financial financial ADJ fcis-3300 122 27 crisis crisis NOUN fcis-3300 122 28 and and CCONJ fcis-3300 122 29 epidemic epidemic NOUN fcis-3300 122 30 situation situation NOUN fcis-3300 122 31 in in ADP fcis-3300 122 32 non non ADJ fcis-3300 122 33 - - ADJ fcis-3300 122 34 ideal ideal ADJ fcis-3300 122 35 markets market NOUN fcis-3300 122 36 , , PUNCT fcis-3300 122 37 and and CCONJ fcis-3300 122 38 adding add VERB fcis-3300 122 39 more more ADJ fcis-3300 122 40 constraints constraint NOUN fcis-3300 122 41 , , PUNCT fcis-3300 122 42 such such ADJ fcis-3300 122 43 as as ADP fcis-3300 122 44 market market NOUN fcis-3300 122 45 scenario scenario NOUN fcis-3300 122 46 constraints constraint NOUN fcis-3300 122 47 and and CCONJ fcis-3300 122 48 improving improve VERB fcis-3300 122 49 multi multi ADJ fcis-3300 122 50 - - ADJ fcis-3300 122 51 objective objective ADJ fcis-3300 122 52 linear linear ADJ fcis-3300 122 53 programming programming NOUN fcis-3300 122 54 models model NOUN fcis-3300 122 55 to to PART fcis-3300 122 56 carry carry VERB fcis-3300 122 57 out out ADP fcis-3300 122 58 further further ADJ fcis-3300 122 59 research research NOUN fcis-3300 122 60 and and CCONJ fcis-3300 122 61 exploration exploration NOUN fcis-3300 122 62 . . PUNCT fcis-3300 123 1 references reference NOUN fcis-3300 123 2 [ [ X fcis-3300 123 3 1 1 NUM fcis-3300 123 4 ] ] X fcis-3300 123 5 zhou zhou PROPN fcis-3300 123 6 , , PUNCT fcis-3300 123 7 t.s t.s PROPN fcis-3300 123 8 . . PROPN fcis-3300 123 9 ( ( PUNCT fcis-3300 123 10 2022 2022 NUM fcis-3300 123 11 ) ) PUNCT fcis-3300 123 12 gupiao gupiao VERB fcis-3300 123 13 touzizuhe touzizuhe PROPN fcis-3300 123 14 fenxi fenxi NOUN fcis-3300 124 1 [ [ X fcis-3300 124 2 stock stock NOUN fcis-3300 124 3 portfolio portfolio NOUN fcis-3300 124 4 analysis analysis NOUN fcis-3300 124 5 based base VERB fcis-3300 124 6 on on ADP fcis-3300 124 7 mean mean ADJ fcis-3300 124 8 - - PUNCT fcis-3300 124 9 variance variance NOUN fcis-3300 124 10 model model NOUN fcis-3300 124 11 ] ] PUNCT fcis-3300 124 12 . . PUNCT fcis-3300 125 1 jingji jingji PROPN fcis-3300 125 2 yanjiu yanjiu PROPN fcis-3300 125 3 daokan daokan PROPN fcis-3300 125 4 , , PUNCT fcis-3300 125 5 23 23 NUM fcis-3300 125 6 , , PUNCT fcis-3300 125 7 85 85 NUM fcis-3300 125 8 - - SYM fcis-3300 125 9 88 88 NUM fcis-3300 125 10 . . PUNCT fcis-3300 126 1 doi doi NOUN fcis-3300 126 2 : : PUNCT fcis-3300 126 3 10.3969 10.3969 NUM fcis-3300 126 4 / / SYM fcis-3300 126 5 j.issn.1673 j.issn.1673 PROPN fcis-3300 126 6 - - PUNCT fcis-3300 126 7 291x.2022.23.027 291x.2022.23.027 NUM fcis-3300 126 8 . . PUNCT fcis-3300 127 1 [ [ X fcis-3300 127 2 2 2 NUM fcis-3300 127 3 ] ] X fcis-3300 127 4 markowitz markowitz PROPN fcis-3300 127 5 h. h. PROPN fcis-3300 127 6 ( ( PUNCT fcis-3300 127 7 1952 1952 NUM fcis-3300 127 8 ) ) PUNCT fcis-3300 127 9 portfolio portfolio NOUN fcis-3300 127 10 selection selection NOUN fcis-3300 127 11 . . PUNCT fcis-3300 128 1 the the DET fcis-3300 128 2 journal journal PROPN fcis-3300 128 3 of of ADP fcis-3300 128 4 finance finance NOUN fcis-3300 128 5 , , PUNCT fcis-3300 128 6 7(1 7(1 NUM fcis-3300 128 7 ) ) PUNCT fcis-3300 128 8 , , PUNCT fcis-3300 128 9 77 77 NUM fcis-3300 128 10 - - SYM fcis-3300 128 11 91.doi:10.2307/2975974 91.doi:10.2307/2975974 NUM fcis-3300 128 12 . . PUNCT fcis-3300 129 1 [ [ X fcis-3300 129 2 3 3 X fcis-3300 129 3 ] ] X fcis-3300 129 4 william william PROPN fcis-3300 129 5 f. f. PROPN fcis-3300 129 6 sharpe sharpe PROPN fcis-3300 129 7 . . PUNCT fcis-3300 130 1 ( ( PUNCT fcis-3300 130 2 1963 1963 NUM fcis-3300 130 3 ) ) PUNCT fcis-3300 130 4 a a DET fcis-3300 130 5 simplified simplified ADJ fcis-3300 130 6 model model NOUN fcis-3300 130 7 for for ADP fcis-3300 130 8 portfolio portfolio NOUN fcis-3300 130 9 analysis analysis NOUN fcis-3300 130 10 . . PUNCT fcis-3300 131 1 management management NOUN fcis-3300 131 2 science science NOUN fcis-3300 131 3 , , PUNCT fcis-3300 131 4 9(2 9(2 NUM fcis-3300 131 5 ) ) PUNCT fcis-3300 131 6 , , PUNCT fcis-3300 131 7 277-293.doi 277-293.doi NUM fcis-3300 131 8 : : PUNCT fcis-3300 131 9 10.1287 10.1287 NUM fcis-3300 131 10 / / SYM fcis-3300 131 11 mnsc.9.2.277 mnsc.9.2.277 NOUN fcis-3300 131 12 . . PUNCT fcis-3300 132 1 [ [ X fcis-3300 132 2 4 4 NUM fcis-3300 132 3 ] ] X fcis-3300 132 4 hiroshi hiroshi PROPN fcis-3300 132 5 konno konno PROPN fcis-3300 132 6 , , PUNCT fcis-3300 132 7 & & CCONJ fcis-3300 132 8 ken ken PROPN fcis-3300 132 9 - - PUNCT fcis-3300 132 10 ichi ichi PROPN fcis-3300 132 11 suzuki suzuki PROPN fcis-3300 132 12 . . PUNCT fcis-3300 133 1 ( ( PUNCT fcis-3300 133 2 1995 1995 NUM fcis-3300 133 3 ) ) PUNCT fcis-3300 133 4 a a DET fcis-3300 133 5 mean mean ADJ fcis-3300 133 6 - - PUNCT fcis-3300 133 7 varianceskewness varianceskewness NOUN fcis-3300 133 8 portfolio portfolio NOUN fcis-3300 133 9 optimization optimization NOUN fcis-3300 133 10 model model PROPN fcis-3300 133 11 . . PUNCT fcis-3300 134 1 journal journal NOUN fcis-3300 134 2 of of ADP fcis-3300 134 3 the the DET fcis-3300 134 4 operations operation NOUN fcis-3300 134 5 research research NOUN fcis-3300 134 6 society society NOUN fcis-3300 134 7 of of ADP fcis-3300 134 8 japan japan PROPN fcis-3300 134 9 , , PUNCT fcis-3300 134 10 38(2 38(2 NOUN fcis-3300 134 11 ) ) PUNCT fcis-3300 134 12 , , PUNCT fcis-3300 134 13 173-187.doi 173-187.doi NUM fcis-3300 134 14 : : PUNCT fcis-3300 134 15 10.15807 10.15807 NUM fcis-3300 134 16 / / SYM fcis-3300 134 17 jorsj.38.173 jorsj.38.173 PROPN fcis-3300 134 18 . . PUNCT fcis-3300 135 1 [ [ X fcis-3300 135 2 5 5 NUM fcis-3300 135 3 ] ] X fcis-3300 135 4 guo guo PROPN fcis-3300 135 5 , , PUNCT fcis-3300 135 6 f.h f.h PROPN fcis-3300 135 7 . . PROPN fcis-3300 135 8 , , PUNCT fcis-3300 135 9 & & CCONJ fcis-3300 135 10 peng peng PROPN fcis-3300 135 11 , , PUNCT fcis-3300 135 12 d.h d.h PROPN fcis-3300 135 13 . . PROPN fcis-3300 135 14 , , PUNCT fcis-3300 135 15 & & CCONJ fcis-3300 135 16 wu wu PROPN fcis-3300 135 17 j.x j.x PROPN fcis-3300 135 18 .. .. PROPN fcis-3300 135 19 ( ( PUNCT fcis-3300 135 20 2004 2004 NUM fcis-3300 135 21 ) ) PUNCT fcis-3300 135 22 jihuiyueshu jihuiyueshu NOUN fcis-3300 135 23 xia xia PROPN fcis-3300 135 24 de de PROPN fcis-3300 135 25 junzhi junzhi PROPN fcis-3300 135 26 - - PUNCT fcis-3300 135 27 var var NOUN fcis-3300 135 28 touzizuhemoxing touzizuhemoxe VERB fcis-3300 135 29 yanjiu yanjiu NOUN fcis-3300 136 1 [ [ X fcis-3300 136 2 research research NOUN fcis-3300 136 3 on on ADP fcis-3300 136 4 meanvar meanvar PROPN fcis-3300 136 5 portfolio portfolio NOUN fcis-3300 136 6 model model NOUN fcis-3300 136 7 under under ADP fcis-3300 136 8 opportunity opportunity NOUN fcis-3300 136 9 constraints constraint NOUN fcis-3300 136 10 ] ] PUNCT fcis-3300 136 11 . . PUNCT fcis-3300 137 1 zhongguo zhongguo PROPN fcis-3300 137 2 guanli guanli PROPN fcis-3300 137 3 kexue kexue PROPN fcis-3300 137 4 , , PUNCT fcis-3300 137 5 12(1 12(1 NUM fcis-3300 137 6 ) ) PUNCT fcis-3300 137 7 , , PUNCT fcis-3300 137 8 1-7.doi 1-7.doi NUM fcis-3300 137 9 : : PUNCT fcis-3300 137 10 10.3321 10.3321 NUM fcis-3300 137 11 / / SYM fcis-3300 137 12 j.issn:1003207x.2004.01.006 j.issn:1003207x.2004.01.006 PROPN fcis-3300 137 13 . . PUNCT fcis-3300 138 1 [ [ X fcis-3300 138 2 6 6 NUM fcis-3300 138 3 ] ] X fcis-3300 138 4 sun sun NOUN fcis-3300 138 5 , , PUNCT fcis-3300 138 6 b.l b.l PROPN fcis-3300 138 7 . . PROPN fcis-3300 138 8 , , PUNCT fcis-3300 138 9 & & CCONJ fcis-3300 138 10 wei wei PROPN fcis-3300 138 11 , , PUNCT fcis-3300 138 12 h.y h.y PROPN fcis-3300 138 13 . . PROPN fcis-3300 138 14 ( ( PUNCT fcis-3300 138 15 2005 2005 NUM fcis-3300 138 16 ) ) PUNCT fcis-3300 138 17 shichang shichang NOUN fcis-3300 138 18 bianhua bianhua NOUN fcis-3300 138 19 xia xia PROPN fcis-3300 139 1 de de PROPN fcis-3300 139 2 zuijia zuijia X fcis-3300 139 3 touzizuhemoxing touzizuhemoxe VERB fcis-3300 139 4 yanjiu yanjiu NOUN fcis-3300 140 1 [ [ X fcis-3300 140 2 research research NOUN fcis-3300 140 3 on on ADP fcis-3300 140 4 the the DET fcis-3300 140 5 optimal optimal ADJ fcis-3300 140 6 portfolio portfolio NOUN fcis-3300 140 7 model model NOUN fcis-3300 140 8 under under ADP fcis-3300 140 9 market market NOUN fcis-3300 140 10 change change NOUN fcis-3300 140 11 ] ] PUNCT fcis-3300 140 12 . . PUNCT fcis-3300 141 1 hangzhoushifanxueyuan hangzhoushifanxueyuan PROPN fcis-3300 141 2 xuebao(shehuikexue xuebao(shehuikexue PROPN fcis-3300 141 3 ban ban PROPN fcis-3300 141 4 ) ) PUNCT fcis-3300 141 5 , , PUNCT fcis-3300 141 6 3 3 NUM fcis-3300 141 7 , , PUNCT fcis-3300 141 8 70 70 NUM fcis-3300 141 9 - - SYM fcis-3300 141 10 73 73 NUM fcis-3300 141 11 . . PUNCT fcis-3300 142 1 doi doi NOUN fcis-3300 142 2 : : PUNCT fcis-3300 142 3 10.3969 10.3969 NUM fcis-3300 142 4 / / SYM fcis-3300 142 5 j.issn.16742338.2005.03.014 j.issn.16742338.2005.03.014 PROPN fcis-3300 142 6 . . PUNCT fcis-3300 143 1 [ [ X fcis-3300 143 2 7 7 NUM fcis-3300 143 3 ] ] X fcis-3300 143 4 zhang zhang PROPN fcis-3300 143 5 , , PUNCT fcis-3300 143 6 w.g w.g PROPN fcis-3300 143 7 . . PROPN fcis-3300 143 8 , , PUNCT fcis-3300 143 9 & & CCONJ fcis-3300 143 10 chen chen PROPN fcis-3300 143 11 , , PUNCT fcis-3300 143 12 y.x y.x PROPN fcis-3300 143 13 . . PROPN fcis-3300 143 14 , , PUNCT fcis-3300 143 15 & & CCONJ fcis-3300 143 16 du du PROPN fcis-3300 143 17 , , PUNCT fcis-3300 143 18 q. q. PROPN fcis-3300 143 19 , , PUNCT fcis-3300 143 20 & & CCONJ fcis-3300 143 21 xu xu PROPN fcis-3300 143 22 , , PUNCT fcis-3300 143 23 w.k w.k PROPN fcis-3300 143 24 . . PROPN fcis-3300 143 25 ( ( PUNCT fcis-3300 143 26 2011 2011 NUM fcis-3300 143 27 ) ) PUNCT fcis-3300 143 28 jiyu jiyu NOUN fcis-3300 143 29 kebiananquandiyizhunze kebiananquandiyizhunze NOUN fcis-3300 143 30 he he PRON fcis-3300 143 31 jiaoyiyueshu jiaoyiyueshu PROPN fcis-3300 143 32 de de X fcis-3300 143 33 touzizuhetiaozhengmoxing touzizuhetiaozhengmoxe VERB fcis-3300 143 34 [ [ X fcis-3300 143 35 portfolio portfolio NOUN fcis-3300 143 36 adjustment adjustment NOUN fcis-3300 143 37 modelbased modelbase VERB fcis-3300 143 38 on on ADP fcis-3300 143 39 variable variable ADJ fcis-3300 143 40 safety safety NOUN fcis-3300 143 41 first first ADJ fcis-3300 143 42 criterion criterion NOUN fcis-3300 143 43 and and CCONJ fcis-3300 143 44 transaction transaction NOUN fcis-3300 143 45 constraints constraint NOUN fcis-3300 143 46 ] ] PUNCT fcis-3300 143 47 . . PUNCT fcis-3300 144 1 xitong xitong PROPN fcis-3300 144 2 gongcheng gongcheng PROPN fcis-3300 144 3 , , PUNCT fcis-3300 144 4 29(5 29(5 NUM fcis-3300 144 5 ) ) PUNCT fcis-3300 144 6 , , PUNCT fcis-3300 144 7 1 1 NUM fcis-3300 144 8 - - SYM fcis-3300 144 9 6 6 NUM fcis-3300 144 10 . . PUNCT fcis-3300 145 1 [ [ X fcis-3300 145 2 8 8 NUM fcis-3300 145 3 ] ] X fcis-3300 145 4 pang pang NOUN fcis-3300 145 5 , , PUNCT fcis-3300 145 6 c.d c.d PROPN fcis-3300 145 7 . . PROPN fcis-3300 145 8 , , PUNCT fcis-3300 145 9 & & CCONJ fcis-3300 145 10 wei wei PROPN fcis-3300 145 11 , , PUNCT fcis-3300 145 12 z.x z.x PROPN fcis-3300 145 13 . . PROPN fcis-3300 145 14 , , PUNCT fcis-3300 145 15 & & CCONJ fcis-3300 145 16 zhang zhang PROPN fcis-3300 145 17 , , PUNCT fcis-3300 145 18 m.y m.y PROPN fcis-3300 145 19 .. .. PROPN fcis-3300 145 20 ( ( PUNCT fcis-3300 145 21 2015 2015 NUM fcis-3300 145 22 ) ) PUNCT fcis-3300 145 23 jiyu jiyu PRON fcis-3300 145 24 cvar cvar PROPN fcis-3300 145 25 de de X fcis-3300 145 26 dianxing dianxe VERB fcis-3300 145 27 jiaoyichengben jiaoyichengben PROPN fcis-3300 145 28 de de X fcis-3300 145 29 touzizuhemoxing touzizuhemoxe VERB fcis-3300 145 30 [ [ X fcis-3300 145 31 a a DET fcis-3300 145 32 portfolio portfolio NOUN fcis-3300 145 33 model model NOUN fcis-3300 145 34 of of ADP fcis-3300 145 35 typical typical ADJ fcis-3300 145 36 transaction transaction NOUN fcis-3300 145 37 costs cost NOUN fcis-3300 145 38 based base VERB fcis-3300 145 39 on on ADP fcis-3300 145 40 cvar cvar NOUN fcis-3300 145 41 ] ] PUNCT fcis-3300 145 42 . . PUNCT fcis-3300 146 1 guangxidaxue guangxidaxue NOUN fcis-3300 146 2 xuebao(zirankexue xuebao(zirankexue PROPN fcis-3300 146 3 ban ban PROPN fcis-3300 146 4 ) ) PUNCT fcis-3300 146 5 , , PUNCT fcis-3300 146 6 40(6 40(6 PROPN fcis-3300 146 7 ) ) PUNCT fcis-3300 146 8 , , PUNCT fcis-3300 146 9 1611 1611 NUM fcis-3300 146 10 - - SYM fcis-3300 146 11 1616 1616 NUM fcis-3300 146 12 . . PUNCT fcis-3300 147 1 [ [ X fcis-3300 147 2 9 9 NUM fcis-3300 147 3 ] ] X fcis-3300 147 4 huang huang PROPN fcis-3300 147 5 , , PUNCT fcis-3300 147 6 d.b d.b PROPN fcis-3300 147 7 . . PROPN fcis-3300 147 8 & & CCONJ fcis-3300 147 9 wang wang PROPN fcis-3300 147 10 , , PUNCT fcis-3300 147 11 y. y. PROPN fcis-3300 147 12 , , PUNCT fcis-3300 147 13 & & CCONJ fcis-3300 147 14 liu liu PROPN fcis-3300 147 15 , , PUNCT fcis-3300 147 16 q.y q.y PROPN fcis-3300 147 17 .. .. PUNCT fcis-3300 147 18 ( ( PUNCT fcis-3300 147 19 2017 2017 NUM fcis-3300 147 20 ) ) PUNCT fcis-3300 147 21 jiyu jiyu PRON fcis-3300 147 22 topsis topsis NOUN fcis-3300 147 23 de de X fcis-3300 147 24 gupiao gupiao PROPN fcis-3300 147 25 jiazhipingjia jiazhipingjia PROPN fcis-3300 147 26 ji ji PROPN fcis-3300 147 27 touzizuhe touzizuhe PROPN fcis-3300 147 28 xuanze xuanze PROPN fcis-3300 148 1 [ [ X fcis-3300 148 2 stock stock NOUN fcis-3300 148 3 value value NOUN fcis-3300 148 4 evaluation evaluation NOUN fcis-3300 148 5 and and CCONJ fcis-3300 148 6 portfolio portfolio NOUN fcis-3300 148 7 selection selection NOUN fcis-3300 148 8 based base VERB fcis-3300 148 9 on on ADP fcis-3300 148 10 topsis topsis NOUN fcis-3300 148 11 ] ] PUNCT fcis-3300 148 12 . . PUNCT fcis-3300 149 1 touzi touzi PROPN fcis-3300 149 2 yanjiu yanjiu PROPN fcis-3300 149 3 , , PUNCT fcis-3300 149 4 36(2 36(2 NUM fcis-3300 149 5 ) ) PUNCT fcis-3300 149 6 , , PUNCT fcis-3300 149 7 33 33 NUM fcis-3300 149 8 - - SYM fcis-3300 149 9 41 41 NUM fcis-3300 149 10 . . PUNCT fcis-3300 150 1 [ [ X fcis-3300 150 2 10 10 NUM fcis-3300 150 3 ] ] X fcis-3300 150 4 jiao jiao PROPN fcis-3300 150 5 , , PUNCT fcis-3300 150 6 s.h s.h PROPN fcis-3300 150 7 . . PROPN fcis-3300 150 8 , , PUNCT fcis-3300 150 9 & & CCONJ fcis-3300 150 10 xia xia PROPN fcis-3300 150 11 , , PUNCT fcis-3300 150 12 b. b. PROPN fcis-3300 150 13 , , PUNCT fcis-3300 150 14 & & CCONJ fcis-3300 150 15 xu xu PROPN fcis-3300 150 16 , , PUNCT fcis-3300 150 17 h.j h.j PROPN fcis-3300 150 18 . . PROPN fcis-3300 150 19 , , PUNCT fcis-3300 150 20 & & CCONJ fcis-3300 150 21 liu liu PROPN fcis-3300 150 22 , , PUNCT fcis-3300 150 23 y. y. PROPN fcis-3300 150 24 ( ( PUNCT fcis-3300 150 25 2009 2009 NUM fcis-3300 150 26 ) ) PUNCT fcis-3300 150 27 bp bp PROPN fcis-3300 150 28 shenjingwangluoyuce shenjingwangluoyuce VERB fcis-3300 150 29 dematlab dematlab PROPN fcis-3300 150 30 shixian shixian PROPN fcis-3300 151 1 [ [ X fcis-3300 151 2 matlab matlab PROPN fcis-3300 151 3 implementation implementation NOUN fcis-3300 151 4 of of ADP fcis-3300 151 5 bp bp PROPN fcis-3300 151 6 neural neural ADJ fcis-3300 151 7 network network NOUN fcis-3300 151 8 prediction prediction NOUN fcis-3300 151 9 ] ] PUNCT fcis-3300 151 10 . . PUNCT fcis-3300 152 1 haerbinjinronggaodengzhuankexuexiao haerbinjinronggaodengzhuankexuexiao PROPN fcis-3300 152 2 xuebao xuebao PROPN fcis-3300 152 3 , , PUNCT fcis-3300 152 4 0(1 0(1 NUM fcis-3300 152 5 ) ) PUNCT fcis-3300 152 6 , , PUNCT fcis-3300 152 7 55 55 NUM fcis-3300 152 8 - - SYM fcis-3300 152 9 56 56 NUM fcis-3300 152 10 . . PUNCT