777 search results - page 1 / 156 » Learning dynamic algorithm portfolios |
AMAI
2006
Springer
13 years 4 months ago
2006
Springer
JCP
2007
13 years 4 months ago
2007
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
GECCO
2006
Springer
13 years 8 months ago
2006
Springer
We present a new mechanism for preserving phenotypic behavioural diversity in a Genetic Programming application for hedge fund portfolio optimization, and provide experimental res...
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...