904 search results - page 1 / 181 » Machine learning for stock selection |
KDD
2007
ACM
13 years 10 months ago
2007
ACM
In this paper, we propose a new method called Prototype Ranking (PR) designed for the stock selection problem. PR takes into account the huge size of real-world stock data and app...
ALS
2003
Springer
13 years 9 months ago
2003
Springer
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
IWLCS
2000
Springer
13 years 8 months ago
2000
Springer
This paper reports on a number of experiments where three different groups of artificial agents learn, forecast and trade their holdings in a real stock market scenario given exoge...
COLT
2003
Springer
13 years 9 months ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...