Open Access

ARTICLE

A Novel Smart Beta Optimization Based on Probabilistic Forecast

Cheng Zhao¹, Shuyi Yang², Chu Qin³, Jie Zhou⁴, Longxiang Chen^5,*

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

* Corresponding Author: Longxiang Chen. Email: