2391 search results - page 1 / 479 » A Portfolio Approach to Algorithm Selection |
FSS
2002
13 years 4 months ago
2002
The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
IJCAI
2003
13 years 5 months ago
2003
ECAI
2004
Springer
13 years 10 months ago
2004
Springer
The purpose of this paper is to show that a well known machine learning technique based on Decision Trees can be effectively used to select the best approach (in terms of efficien...
GECCO
2009
Springer
13 years 9 months ago
2009
Springer
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
CPAIOR
2007
Springer
13 years 10 months ago
2007
Springer
Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...