A Theoretical Basis for Practitioners Heuristic 1/N and Long-Only Quintile Portfolio.
Rui ZhouDaniel P. PalomarPublished in: ICASSP (2020)
Keyphrases
- theoretical basis
- information systems
- constraint satisfaction
- complexity theory
- search algorithm
- optimal solution
- decision making
- data mining
- portfolio management
- portfolio selection
- heuristic methods
- cutting edge
- researchers and practitioners
- real world
- special case
- tabu search
- dynamic programming
- search strategies
- artificial intelligence
- scheduling problem
- packing problem
- depth first search
- bin packing
- long sequences
- information technology