Introducing learning automata to financial portfolio components selection.

Elton Felipe Sbruzzi Michel C. R. Leles Cairo L. Nascimento Jr.

Published in: SysCon (2018)

Keyphrases

learning automata
pursuit algorithm
learning automaton
decision making
reinforcement learning
portfolio optimization
genetic algorithm
portfolio management
multiscale
building blocks
selection algorithm
risk management
portfolio selection
selection strategy