777 search results - page 3 / 156 » Learning dynamic algorithm portfolios |
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
GECCO
2008
Springer
13 years 6 months ago
2008
Springer
Multiobjective methods are ideal for evolving a set of portfolio optimisation solutions that span a range from highreturn/high-risk to low-return/low-risk, and an investor can cho...
ICTAI
2007
IEEE
14 years 2 days ago
2007
IEEE
Constraint satisfaction and propositional satisfiability problems are often solved using backtracking search. Previous studies have shown that portfolios of backtracking algorith...
ICML
2010
IEEE
13 years 6 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
AAAI
2010
13 years 7 months ago
2010
We consider the task of assigning experts from a portfolio of specialists in order to solve a set of tasks. We apply a Bayesian model which combines collaborative filtering with a...