2391 search results - page 8 / 479 » A Portfolio Approach to Algorithm Selection |
OR
2007
Springer
14 years 1 months ago
2007
Springer
Abstract. The most relevant practical impediment to an application of the Markowitz portfolio selection approach is the problem of estimating return moments, in particular return e...
EUSFLAT
2009
13 years 5 months ago
2009
This paper considers a portfolio selection problem with type-2 fuzzy future returns involving ambiguous and subjectivity. Since this proposed problem is not well-defined due to fuz...
EOR
2006
13 years 7 months ago
2006
One of the most important, common and critical management issues lies in determining the "best" project portfolio out of a given set of investment proposals. As this dec...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
CAV
2009
Springer
14 years 8 months ago
2009
Springer
With the availability of multi-core processors and large-scale computing clusters, the study of parallel algorithms has been revived throughout the industry. We present a portfolio...