2391 search results - page 6 / 479 » A Portfolio Approach to Algorithm Selection |
GECCO
2007
Springer
14 years 1 months ago
2007
Springer
Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive)...
EOR
2006
13 years 7 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dyn...
IJKESDP
2010
13 years 5 months ago
2010
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
ANOR
2007
13 years 7 months ago
2007
We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....