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COR
2007
134views more  COR 2007»
13 years 5 months ago
Portfolio selection using neural networks
In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
Alberto Fernández, Sergio Gómez
JAIR
2010
77views more  JAIR 2010»
13 years 3 months ago
Resource-Driven Mission-Phasing Techniques for Constrained Agents in Stochastic Environments
Because an agent’s resources dictate what actions it can possibly take, it should plan which resources it holds over time carefully, considering its inherent limitations (such a...
E. H. Durfee Wu, Edmund H. Durfee