518 search results - page 1 / 104 » Towards Distributed Algorithm Portfolios |
DCAI
2008
13 years 6 months ago
2008
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 ...
AAAI
2010
13 years 2 months ago
2010
Different solvers for computationally difficult problems such as satisfiability (SAT) perform best on different instances. Algorithm portfolios exploit this phenomenon by predicti...
GECCO
2008
Springer
13 years 5 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...
EOR
2010
13 years 4 months ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...