62 search results - page 8 / 13 » Financial Portfolio Optimisation |
GECCO
2009
Springer
13 years 7 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...
AI
2009
Springer
14 years 1 months ago
2009
Springer
Abstract. Two novel Natural Language Processing (NLP) classification techniques are applied to the analysis of corporate annual reports in the task of financial forecasting. The ...
ANOR
2007
13 years 10 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
WSC
2008
14 years 3 days ago
2008
We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
ANOR
2010
13 years 10 months ago
2010
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...