2391 search results - page 10 / 479 » A Portfolio Approach to Algorithm Selection |
ECAI
2008
Springer
13 years 9 months ago
2008
Springer
The results of the last MaxSAT Evaluations suggest there is no universal best algorithm for solving MaxSAT, as the fastest solver often depends on the type of instance. Having an ...
ICML
2006
IEEE
14 years 8 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
2009
Springer
13 years 5 months ago
2009
Springer
We provide an overview of using genetic programming (GP) to model stock returns. Our models employ GP terminals (model decision variables) that are financial factors identified by...
KDD
2007
ACM
14 years 1 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...
CISS
2008
IEEE
13 years 9 months ago
2008
IEEE
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...