777 search results - page 4 / 156 » Learning dynamic algorithm portfolios |
COLT
2003
Springer
14 years 18 days ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
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...
CP
2011
Springer
12 years 7 months ago
2011
Springer
Algorithm portfolios aim to increase the robustness of our ability to solve problems efficiently. While recently proposed algorithm selection methods come ever closer to identifyin...
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...
COLT
2006
Springer
13 years 11 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...